Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 33.71%
February 29, 2024 33.71%
January 31, 2024 33.71%
December 31, 2023 33.71%
November 30, 2023 33.71%
October 31, 2023 33.71%
September 30, 2023 33.71%
August 31, 2023 33.71%
July 31, 2023 33.71%
June 30, 2023 33.71%
May 31, 2023 33.71%
April 30, 2023 33.71%
March 31, 2023 33.71%
February 28, 2023 33.71%
January 31, 2023 33.71%
December 31, 2022 33.71%
November 30, 2022 33.71%
October 31, 2022 33.71%
September 30, 2022 31.94%
August 31, 2022 31.01%
July 31, 2022 31.01%
June 30, 2022 31.01%
May 31, 2022 31.01%
April 30, 2022 31.01%
March 31, 2022 31.01%
Date Value
February 28, 2022 31.01%
January 31, 2022 31.01%
December 31, 2021 31.01%
November 30, 2021 31.01%
October 31, 2021 31.01%
September 30, 2021 31.01%
August 31, 2021 31.01%
July 31, 2021 31.01%
June 30, 2021 31.01%
May 31, 2021 31.01%
April 30, 2021 31.01%
March 31, 2021 31.01%
February 28, 2021 31.01%
January 31, 2021 31.01%
December 31, 2020 31.01%
November 30, 2020 31.01%
October 31, 2020 31.01%
September 30, 2020 31.01%
August 31, 2020 31.01%
July 31, 2020 31.01%
June 30, 2020 31.01%
May 31, 2020 31.01%
April 30, 2020 31.01%
March 31, 2020 31.01%
February 29, 2020 19.82%

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

19.82%
Minimum
Apr 2019
33.71%
Maximum
Oct 2022
29.78%
Average
31.01%
Median
Mar 2020