Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 32.21%
February 29, 2024 32.21%
January 31, 2024 32.21%
December 31, 2023 32.21%
November 30, 2023 32.21%
October 31, 2023 32.21%
September 30, 2023 32.21%
August 31, 2023 32.21%
July 31, 2023 32.21%
June 30, 2023 32.21%
May 31, 2023 32.21%
April 30, 2023 32.21%
March 31, 2023 30.31%
February 28, 2023 30.31%
January 31, 2023 30.31%
December 31, 2022 30.31%
November 30, 2022 30.31%
October 31, 2022 30.31%
September 30, 2022 28.11%
August 31, 2022 25.95%
July 31, 2022 25.95%
June 30, 2022 25.95%
May 31, 2022 24.84%
April 30, 2022 24.84%
March 31, 2022 24.84%
Date Value
February 28, 2022 24.84%
January 31, 2022 24.84%
December 31, 2021 24.84%
November 30, 2021 24.84%
October 31, 2021 24.84%
September 30, 2021 24.84%
August 31, 2021 24.84%
July 31, 2021 24.84%
June 30, 2021 24.84%
May 31, 2021 24.84%
April 30, 2021 24.84%
March 31, 2021 24.84%
February 28, 2021 24.84%
January 31, 2021 24.84%
December 31, 2020 24.84%
November 30, 2020 24.84%
October 31, 2020 24.84%
September 30, 2020 24.84%
August 31, 2020 24.84%
July 31, 2020 24.84%
June 30, 2020 24.84%
May 31, 2020 24.84%
April 30, 2020 24.84%
March 31, 2020 24.84%
February 29, 2020 12.37%

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

12.37%
Minimum
Apr 2019
32.21%
Maximum
Apr 2023
24.68%
Average
24.84%
Median
Mar 2020