Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 28.70%
March 31, 2024 28.70%
February 29, 2024 28.70%
January 31, 2024 28.70%
December 31, 2023 28.70%
November 30, 2023 28.70%
October 31, 2023 28.70%
September 30, 2023 28.70%
August 31, 2023 28.70%
July 31, 2023 28.70%
June 30, 2023 28.70%
May 31, 2023 28.70%
April 30, 2023 28.70%
March 31, 2023 28.70%
February 28, 2023 28.70%
January 31, 2023 28.70%
December 31, 2022 28.70%
November 30, 2022 28.70%
October 31, 2022 28.70%
September 30, 2022 26.98%
August 31, 2022 23.31%
July 31, 2022 23.31%
June 30, 2022 23.31%
May 31, 2022 20.43%
April 30, 2022 18.76%
Date Value
March 31, 2022 18.76%
February 28, 2022 18.76%
January 31, 2022 18.76%
December 31, 2021 18.76%
November 30, 2021 18.76%
October 31, 2021 18.76%
September 30, 2021 18.76%
August 31, 2021 18.76%
July 31, 2021 18.76%
June 30, 2021 18.76%
May 31, 2021 18.76%
April 30, 2021 18.76%
March 31, 2021 18.76%
February 28, 2021 18.76%
January 31, 2021 18.76%
December 31, 2020 18.76%
November 30, 2020 18.76%
October 31, 2020 18.76%
September 30, 2020 18.76%
August 31, 2020 15.77%
July 31, 2020 15.77%
June 30, 2020 15.77%
May 31, 2020 15.77%
April 30, 2020 15.77%
March 31, 2020 15.77%

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

4.74%
Minimum
May 2019
28.70%
Maximum
Oct 2022
19.94%
Average
18.76%
Median
Sep 2020