Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 40.25%
February 29, 2024 40.25%
January 31, 2024 40.25%
December 31, 2023 40.25%
November 30, 2023 40.25%
October 31, 2023 40.25%
September 30, 2023 40.25%
August 31, 2023 40.25%
July 31, 2023 40.25%
June 30, 2023 40.25%
May 31, 2023 40.25%
April 30, 2023 40.25%
March 31, 2023 40.25%
February 28, 2023 40.25%
January 31, 2023 40.25%
December 31, 2022 40.25%
November 30, 2022 40.25%
October 31, 2022 40.25%
September 30, 2022 40.25%
August 31, 2022 40.25%
July 31, 2022 40.25%
June 30, 2022 40.25%
May 31, 2022 40.25%
April 30, 2022 40.25%
March 31, 2022 40.25%
Date Value
February 28, 2022 40.25%
January 31, 2022 40.25%
December 31, 2021 40.25%
November 30, 2021 40.25%
October 31, 2021 40.25%
September 30, 2021 40.25%
August 31, 2021 40.25%
July 31, 2021 40.25%
June 30, 2021 40.25%
May 31, 2021 40.25%
April 30, 2021 40.25%
March 31, 2021 40.25%
February 28, 2021 40.25%
January 31, 2021 40.25%
December 31, 2020 40.25%
November 30, 2020 40.25%
October 31, 2020 40.25%
September 30, 2020 40.25%
August 31, 2020 40.25%
July 31, 2020 40.25%
June 30, 2020 39.71%
May 31, 2020 39.71%
April 30, 2020 36.55%
March 31, 2020 34.76%
February 29, 2020 31.95%

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

31.95%
Minimum
Apr 2019
40.25%
Maximum
Jul 2020
38.56%
Average
40.25%
Median
Jul 2020

Max Drawdown (5Y) Benchmarks