Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 35.08%
February 29, 2024 35.08%
January 31, 2024 35.08%
December 31, 2023 35.08%
November 30, 2023 35.08%
October 31, 2023 35.08%
September 30, 2023 35.08%
August 31, 2023 35.08%
July 31, 2023 35.08%
June 30, 2023 35.08%
May 31, 2023 35.08%
April 30, 2023 35.08%
March 31, 2023 35.08%
February 28, 2023 35.08%
January 31, 2023 35.08%
December 31, 2022 35.08%
November 30, 2022 35.08%
October 31, 2022 35.08%
September 30, 2022 33.67%
August 31, 2022 32.10%
July 31, 2022 32.10%
June 30, 2022 32.10%
May 31, 2022 31.86%
April 30, 2022 31.86%
March 31, 2022 31.86%
Date Value
February 28, 2022 31.86%
January 31, 2022 31.86%
December 31, 2021 31.86%
November 30, 2021 31.86%
October 31, 2021 31.86%
September 30, 2021 31.86%
August 31, 2021 31.86%
July 31, 2021 31.86%
June 30, 2021 31.86%
May 31, 2021 31.86%
April 30, 2021 31.86%
March 31, 2021 31.86%
February 28, 2021 31.86%
January 31, 2021 31.86%
December 31, 2020 31.86%
November 30, 2020 31.86%
October 31, 2020 31.86%
September 30, 2020 31.86%
August 31, 2020 31.86%
July 31, 2020 31.86%
June 30, 2020 31.86%
May 31, 2020 31.86%
April 30, 2020 31.86%
March 31, 2020 31.86%
February 29, 2020 23.67%

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

23.67%
Minimum
Apr 2019
35.08%
Maximum
Oct 2022
31.37%
Average
31.86%
Median
Mar 2020