Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 30.24%
March 31, 2024 30.24%
February 29, 2024 30.24%
January 31, 2024 30.24%
December 31, 2023 30.24%
November 30, 2023 30.24%
October 31, 2023 30.24%
September 30, 2023 29.60%
August 31, 2023 29.60%
July 31, 2023 29.60%
June 30, 2023 29.60%
May 31, 2023 29.60%
April 30, 2023 29.60%
March 31, 2023 29.60%
February 28, 2023 29.60%
January 31, 2023 29.60%
December 31, 2022 29.60%
November 30, 2022 29.60%
October 31, 2022 29.60%
September 30, 2022 26.94%
August 31, 2022 26.43%
July 31, 2022 26.43%
June 30, 2022 26.43%
May 31, 2022 26.43%
April 30, 2022 26.43%
Date Value
March 31, 2022 26.43%
February 28, 2022 26.43%
January 31, 2022 26.43%
December 31, 2021 26.43%
November 30, 2021 26.43%
October 31, 2021 26.43%
September 30, 2021 26.43%
August 31, 2021 26.43%
July 31, 2021 26.43%
June 30, 2021 26.43%
May 31, 2021 26.43%
April 30, 2021 26.43%
March 31, 2021 26.43%
February 28, 2021 26.43%
January 31, 2021 26.43%
December 31, 2020 26.43%
November 30, 2020 26.43%
October 31, 2020 26.43%
September 30, 2020 26.43%
August 31, 2020 26.43%
July 31, 2020 26.43%
June 30, 2020 26.43%
May 31, 2020 26.43%
April 30, 2020 26.43%
March 31, 2020 26.43%

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

15.81%
Minimum
May 2019
30.24%
Maximum
Oct 2023
25.75%
Average
26.43%
Median
Mar 2020