Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 14.25%
February 29, 2024 14.25%
January 31, 2024 14.25%
December 31, 2023 14.25%
November 30, 2023 14.25%
October 31, 2023 14.25%
September 30, 2023 14.24%
August 31, 2023 14.24%
July 31, 2023 14.24%
June 30, 2023 14.24%
May 31, 2023 14.24%
April 30, 2023 14.24%
March 31, 2023 14.24%
February 28, 2023 14.24%
January 31, 2023 14.24%
December 31, 2022 14.24%
November 30, 2022 14.24%
October 31, 2022 14.24%
September 30, 2022 14.24%
August 31, 2022 10.85%
July 31, 2022 10.85%
June 30, 2022 10.85%
May 31, 2022 10.85%
April 30, 2022 10.85%
March 31, 2022 10.85%
Date Value
February 28, 2022 10.85%
January 31, 2022 10.85%
December 31, 2021 10.85%
November 30, 2021 10.85%
October 31, 2021 10.85%
September 30, 2021 10.85%
August 31, 2021 10.85%
July 31, 2021 10.85%
June 30, 2021 10.85%
May 31, 2021 10.85%
April 30, 2021 10.85%
March 31, 2021 10.85%
February 28, 2021 10.85%
January 31, 2021 10.85%
December 31, 2020 10.85%
November 30, 2020 10.85%
October 31, 2020 10.85%
September 30, 2020 10.85%
August 31, 2020 10.85%
July 31, 2020 10.85%
June 30, 2020 10.85%
May 31, 2020 10.85%
April 30, 2020 10.85%
March 31, 2020 10.85%
February 29, 2020 8.74%

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

8.74%
Minimum
Apr 2019
14.25%
Maximum
Oct 2023
11.54%
Average
10.85%
Median
Mar 2020