Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 62.68%
February 29, 2024 62.30%
January 31, 2024 62.30%
December 31, 2023 62.30%
November 30, 2023 62.30%
October 31, 2023 62.06%
September 30, 2023 51.70%
August 31, 2023 50.39%
July 31, 2023 50.39%
June 30, 2023 50.39%
May 31, 2023 50.39%
April 30, 2023 49.37%
March 31, 2023 48.18%
February 28, 2023 48.18%
January 31, 2023 48.18%
December 31, 2022 48.00%
November 30, 2022 47.73%
October 31, 2022 47.73%
September 30, 2022 47.73%
August 31, 2022 47.73%
July 31, 2022 47.73%
June 30, 2022 47.73%
May 31, 2022 47.73%
April 30, 2022 45.03%
March 31, 2022 45.03%
Date Value
February 28, 2022 45.03%
January 31, 2022 45.03%
December 31, 2021 45.03%
November 30, 2021 45.03%
October 31, 2021 45.03%
September 30, 2021 45.03%
August 31, 2021 45.03%
July 31, 2021 45.03%
June 30, 2021 45.03%
May 31, 2021 45.03%
April 30, 2021 45.03%
March 31, 2021 45.03%
February 28, 2021 45.03%
January 31, 2021 45.03%
December 31, 2020 45.03%
November 30, 2020 45.03%
October 31, 2020 45.03%
September 30, 2020 45.03%
August 31, 2020 45.03%
July 31, 2020 45.03%
June 30, 2020 45.03%
May 31, 2020 45.03%
April 30, 2020 45.03%
March 31, 2020 45.03%
February 29, 2020 40.10%

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

40.10%
Minimum
Apr 2019
62.68%
Maximum
Mar 2024
46.92%
Average
45.03%
Median
Mar 2020