Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 44.88%
February 29, 2024 44.88%
January 31, 2024 44.88%
December 31, 2023 44.88%
November 30, 2023 44.88%
October 31, 2023 44.88%
September 30, 2023 44.88%
August 31, 2023 44.88%
July 31, 2023 44.88%
June 30, 2023 44.88%
May 31, 2023 44.88%
April 30, 2023 44.88%
March 31, 2023 44.88%
February 28, 2023 44.88%
January 31, 2023 44.88%
December 31, 2022 44.88%
November 30, 2022 44.88%
October 31, 2022 44.88%
September 30, 2022 42.53%
August 31, 2022 42.53%
July 31, 2022 42.53%
June 30, 2022 42.53%
May 31, 2022 40.10%
April 30, 2022 36.00%
March 31, 2022 34.81%
Date Value
February 28, 2022 34.61%
January 31, 2022 34.61%
December 31, 2021 34.61%
November 30, 2021 34.61%
October 31, 2021 34.61%
September 30, 2021 34.61%
August 31, 2021 34.61%
July 31, 2021 34.61%
June 30, 2021 34.61%
May 31, 2021 34.61%
April 30, 2021 34.61%
March 31, 2021 34.61%
February 28, 2021 34.61%
January 31, 2021 34.61%
December 31, 2020 34.61%
November 30, 2020 34.61%
October 31, 2020 34.61%
September 30, 2020 34.61%
August 31, 2020 34.61%
July 31, 2020 34.61%
June 30, 2020 34.61%
May 31, 2020 34.61%
April 30, 2020 34.61%
March 31, 2020 34.61%
February 29, 2020 29.56%

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

29.56%
Minimum
Apr 2019
44.88%
Maximum
Oct 2022
37.41%
Average
34.61%
Median
Mar 2020