Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 23.65%
February 29, 2024 23.65%
January 31, 2024 23.65%
December 31, 2023 23.65%
November 30, 2023 23.65%
October 31, 2023 23.65%
September 30, 2023 23.65%
August 31, 2023 23.81%
July 31, 2023 26.66%
June 30, 2023 26.66%
May 31, 2023 26.66%
April 30, 2023 26.66%
March 31, 2023 26.66%
February 28, 2023 26.66%
January 31, 2023 26.66%
December 31, 2022 26.66%
November 30, 2022 26.66%
October 31, 2022 26.66%
September 30, 2022 26.66%
August 31, 2022 26.66%
July 31, 2022 26.66%
June 30, 2022 26.66%
May 31, 2022 28.40%
April 30, 2022 28.40%
March 31, 2022 28.40%
Date Value
February 28, 2022 32.26%
January 31, 2022 38.47%
December 31, 2021 43.74%
November 30, 2021 43.74%
October 31, 2021 43.74%
September 30, 2021 43.74%
August 31, 2021 46.14%
July 31, 2021 46.14%
June 30, 2021 46.14%
May 31, 2021 46.14%
April 30, 2021 46.14%
March 31, 2021 46.14%
February 28, 2021 46.14%
January 31, 2021 46.14%
December 31, 2020 46.14%
November 30, 2020 46.14%
October 31, 2020 46.14%
September 30, 2020 46.14%
August 31, 2020 46.14%
July 31, 2020 46.14%
June 30, 2020 46.14%
May 31, 2020 46.14%
April 30, 2020 46.14%
March 31, 2020 46.14%
February 29, 2020 46.14%

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

23.65%
Minimum
Sep 2023
46.14%
Maximum
Apr 2019
37.19%
Average
43.74%
Median
Sep 2021

Max Drawdown (5Y) Benchmarks