Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 36.79%
February 29, 2024 36.79%
January 31, 2024 36.79%
December 31, 2023 36.79%
November 30, 2023 36.79%
October 31, 2023 36.79%
September 30, 2023 36.79%
August 31, 2023 36.79%
July 31, 2023 36.79%
June 30, 2023 36.79%
May 31, 2023 36.79%
April 30, 2023 36.79%
March 31, 2023 36.79%
February 28, 2023 36.79%
January 31, 2023 36.79%
December 31, 2022 36.79%
November 30, 2022 36.79%
October 31, 2022 36.79%
September 30, 2022 36.24%
August 31, 2022 33.06%
July 31, 2022 33.06%
June 30, 2022 32.28%
May 31, 2022 30.36%
April 30, 2022 28.15%
March 31, 2022 28.15%
Date Value
February 28, 2022 28.15%
January 31, 2022 28.15%
December 31, 2021 24.10%
November 30, 2021 24.10%
October 31, 2021 24.10%
September 30, 2021 24.10%
August 31, 2021 24.10%
July 31, 2021 24.10%
June 30, 2021 24.10%
May 31, 2021 24.10%
April 30, 2021 24.10%
March 31, 2021 24.10%
February 28, 2021 24.10%
January 31, 2021 24.10%
December 31, 2020 24.10%
November 30, 2020 24.10%
October 31, 2020 24.10%
September 30, 2020 24.10%
August 31, 2020 24.10%
July 31, 2020 24.10%
June 30, 2020 24.10%
May 31, 2020 24.10%
April 30, 2020 24.10%
March 31, 2020 24.10%
February 29, 2020 22.61%

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

22.61%
Minimum
May 2019
36.79%
Maximum
Oct 2022
28.75%
Average
24.10%
Median
Mar 2020