Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 22.06%
February 29, 2024 22.06%
January 31, 2024 22.06%
December 31, 2023 22.06%
November 30, 2023 22.06%
October 31, 2023 22.06%
September 30, 2023 22.06%
August 31, 2023 22.06%
July 31, 2023 22.06%
June 30, 2023 22.06%
May 31, 2023 22.06%
April 30, 2023 22.06%
March 31, 2023 22.06%
February 28, 2023 22.06%
January 31, 2023 22.06%
December 31, 2022 22.06%
November 30, 2022 22.06%
October 31, 2022 22.06%
September 30, 2022 20.61%
August 31, 2022 19.67%
July 31, 2022 19.67%
June 30, 2022 19.67%
May 31, 2022 19.67%
April 30, 2022 19.67%
March 31, 2022 19.67%
Date Value
February 28, 2022 19.67%
January 31, 2022 19.67%
December 31, 2021 19.67%
November 30, 2021 19.67%
October 31, 2021 19.67%
September 30, 2021 19.67%
August 31, 2021 19.67%
July 31, 2021 19.67%
June 30, 2021 19.67%
May 31, 2021 19.67%
April 30, 2021 19.67%
March 31, 2021 19.67%
February 28, 2021 19.67%
January 31, 2021 19.67%
December 31, 2020 19.67%
November 30, 2020 19.67%
October 31, 2020 19.67%
September 30, 2020 19.67%
August 31, 2020 19.67%
July 31, 2020 19.67%
June 30, 2020 19.67%
May 31, 2020 19.67%
April 30, 2020 19.67%
March 31, 2020 19.67%
February 29, 2020 4.26%

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

4.26%
Minimum
Apr 2019
22.06%
Maximum
Oct 2022
17.58%
Average
19.67%
Median
Mar 2020