Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 45.25%
February 29, 2024 45.25%
January 31, 2024 45.25%
December 31, 2023 45.25%
November 30, 2023 45.25%
October 31, 2023 45.25%
September 30, 2023 45.25%
August 31, 2023 45.25%
July 31, 2023 45.25%
June 30, 2023 45.25%
May 31, 2023 45.25%
April 30, 2023 45.25%
March 31, 2023 45.25%
February 28, 2023 45.25%
January 31, 2023 45.25%
December 31, 2022 45.25%
November 30, 2022 45.25%
October 31, 2022 45.25%
September 30, 2022 43.31%
August 31, 2022 36.88%
July 31, 2022 36.88%
June 30, 2022 36.48%
May 31, 2022 36.48%
April 30, 2022 35.05%
March 31, 2022 35.05%
Date Value
February 28, 2022 35.05%
January 31, 2022 35.05%
December 31, 2021 35.05%
November 30, 2021 35.05%
October 31, 2021 35.05%
September 30, 2021 35.05%
August 31, 2021 35.05%
July 31, 2021 35.05%
June 30, 2021 35.05%
May 31, 2021 35.05%
April 30, 2021 35.05%
March 31, 2021 35.05%
February 28, 2021 35.05%
January 31, 2021 35.05%
December 31, 2020 35.05%
November 30, 2020 35.05%
October 31, 2020 35.05%
September 30, 2020 35.05%
August 31, 2020 35.05%
July 31, 2020 35.05%
June 30, 2020 35.05%
May 31, 2020 35.05%
April 30, 2020 35.05%
March 31, 2020 35.05%
February 29, 2020 31.24%

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

31.24%
Minimum
Apr 2019
45.25%
Maximum
Oct 2022
37.66%
Average
35.05%
Median
Mar 2020