Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 28.29%
March 31, 2024 28.29%
February 29, 2024 28.29%
January 31, 2024 28.29%
December 31, 2023 28.29%
November 30, 2023 28.29%
October 31, 2023 28.29%
September 30, 2023 27.51%
August 31, 2023 27.51%
July 31, 2023 27.51%
June 30, 2023 27.51%
May 31, 2023 27.51%
April 30, 2023 27.51%
March 31, 2023 27.51%
February 28, 2023 27.51%
January 31, 2023 27.51%
December 31, 2022 27.51%
November 30, 2022 27.51%
October 31, 2022 27.07%
September 30, 2022 26.53%
August 31, 2022 25.99%
July 31, 2022 25.99%
June 30, 2022 25.99%
May 31, 2022 24.68%
April 30, 2022 23.00%
Date Value
March 31, 2022 23.00%
February 28, 2022 23.00%
January 31, 2022 23.00%
December 31, 2021 23.00%
November 30, 2021 23.00%
October 31, 2021 23.00%
September 30, 2021 23.00%
August 31, 2021 23.00%
July 31, 2021 23.00%
June 30, 2021 23.00%
May 31, 2021 23.00%
April 30, 2021 23.00%
March 31, 2021 23.00%
February 28, 2021 23.00%
January 31, 2021 23.00%
December 31, 2020 23.00%
November 30, 2020 23.00%
October 31, 2020 23.00%
September 30, 2020 23.00%
August 31, 2020 23.00%
July 31, 2020 23.00%
June 30, 2020 23.00%
May 31, 2020 23.00%
April 30, 2020 23.00%
March 31, 2020 23.00%

Max Drawdown Definition

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

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Max Drawdown (5Y) Range, Past 5 Years

12.54%
Minimum
May 2019
28.29%
Maximum
Oct 2023
23.01%
Average
23.00%
Median
Mar 2020