Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 23.04%
February 29, 2024 23.04%
January 31, 2024 23.04%
December 31, 2023 23.04%
November 30, 2023 23.04%
October 31, 2023 23.04%
September 30, 2023 23.04%
August 31, 2023 23.04%
July 31, 2023 23.04%
June 30, 2023 23.04%
May 31, 2023 23.04%
April 30, 2023 23.04%
March 31, 2023 23.04%
February 28, 2023 23.04%
January 31, 2023 23.04%
December 31, 2022 23.04%
November 30, 2022 23.04%
October 31, 2022 23.04%
September 30, 2022 21.79%
August 31, 2022 20.03%
July 31, 2022 20.03%
June 30, 2022 20.03%
May 31, 2022 20.03%
April 30, 2022 20.03%
March 31, 2022 20.03%
Date Value
February 28, 2022 20.03%
January 31, 2022 20.03%
December 31, 2021 20.03%
November 30, 2021 20.03%
October 31, 2021 20.03%
September 30, 2021 20.03%
August 31, 2021 20.03%
July 31, 2021 20.03%
June 30, 2021 20.03%
May 31, 2021 20.03%
April 30, 2021 20.03%
March 31, 2021 20.03%
February 28, 2021 20.03%
January 31, 2021 20.03%
December 31, 2020 20.03%
November 30, 2020 20.03%
October 31, 2020 20.03%
September 30, 2020 20.03%
August 31, 2020 20.03%
July 31, 2020 20.03%
June 30, 2020 20.03%
May 31, 2020 20.03%
April 30, 2020 20.03%
March 31, 2020 20.03%
February 29, 2020 3.00%

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

3.00%
Minimum
Apr 2019
23.04%
Maximum
Oct 2022
17.84%
Average
20.03%
Median
Mar 2020