Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2024 48.39%
April 30, 2024 48.39%
March 31, 2024 48.39%
February 29, 2024 48.39%
January 31, 2024 48.39%
December 31, 2023 48.39%
November 30, 2023 48.39%
October 31, 2023 48.39%
September 30, 2023 48.39%
August 31, 2023 48.39%
July 31, 2023 48.39%
June 30, 2023 48.39%
May 31, 2023 48.39%
April 30, 2023 48.39%
March 31, 2023 48.39%
February 28, 2023 48.39%
January 31, 2023 48.39%
December 31, 2022 48.39%
November 30, 2022 48.39%
October 31, 2022 48.39%
September 30, 2022 45.89%
August 31, 2022 45.89%
July 31, 2022 45.89%
June 30, 2022 45.89%
May 31, 2022 45.89%
Date Value
April 30, 2022 45.89%
March 31, 2022 38.46%
February 28, 2022 36.87%
January 31, 2022 36.87%
December 31, 2021 36.87%
November 30, 2021 36.87%
October 31, 2021 36.87%
September 30, 2021 36.87%
August 31, 2021 40.06%
July 31, 2021 40.06%
June 30, 2021 40.06%
May 31, 2021 40.06%
April 30, 2021 40.06%
March 31, 2021 43.70%
February 28, 2021 43.70%
January 31, 2021 43.70%
December 31, 2020 43.70%
November 30, 2020 43.70%
October 31, 2020 43.70%
September 30, 2020 43.70%
August 31, 2020 43.70%
July 31, 2020 43.70%
June 30, 2020 43.70%
May 31, 2020 43.70%
April 30, 2020 43.70%

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

36.87%
Minimum
Sep 2021
48.39%
Maximum
Oct 2022
44.41%
Average
43.70%
Median
Jun 2019