Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 15.36%
February 29, 2024 15.36%
January 31, 2024 15.36%
December 31, 2023 15.36%
November 30, 2023 15.36%
October 31, 2023 15.36%
September 30, 2023 15.28%
August 31, 2023 15.28%
July 31, 2023 15.28%
June 30, 2023 15.28%
May 31, 2023 15.28%
April 30, 2023 15.28%
March 31, 2023 15.28%
February 28, 2023 15.28%
January 31, 2023 15.28%
December 31, 2022 15.28%
November 30, 2022 15.28%
October 31, 2022 15.28%
September 30, 2022 15.01%
August 31, 2022 10.67%
July 31, 2022 10.67%
June 30, 2022 10.67%
May 31, 2022 10.66%
April 30, 2022 10.66%
March 31, 2022 10.66%
Date Value
February 28, 2022 10.66%
January 31, 2022 10.66%
December 31, 2021 10.66%
November 30, 2021 10.66%
October 31, 2021 10.66%
September 30, 2021 10.66%
August 31, 2021 10.66%
July 31, 2021 10.66%
June 30, 2021 10.66%
May 31, 2021 10.66%
April 30, 2021 10.66%
March 31, 2021 10.66%
February 28, 2021 10.66%
January 31, 2021 10.66%
December 31, 2020 10.66%
November 30, 2020 10.66%
October 31, 2020 10.66%
September 30, 2020 10.66%
August 31, 2020 10.66%
July 31, 2020 10.66%
June 30, 2020 10.66%
May 31, 2020 10.66%
April 30, 2020 10.66%
March 31, 2020 10.66%
February 29, 2020 9.27%

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

9.27%
Minimum
Apr 2019
15.36%
Maximum
Oct 2023
11.87%
Average
10.66%
Median
Mar 2020