Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 44.04%
February 29, 2024 44.04%
January 31, 2024 44.04%
December 31, 2023 44.04%
November 30, 2023 44.04%
October 31, 2023 44.04%
September 30, 2023 44.04%
August 31, 2023 44.04%
July 31, 2023 44.04%
June 30, 2023 44.04%
May 31, 2023 44.04%
April 30, 2023 44.04%
March 31, 2023 44.04%
February 28, 2023 44.04%
January 31, 2023 44.04%
December 31, 2022 44.04%
November 30, 2022 44.04%
October 31, 2022 44.04%
September 30, 2022 44.04%
August 31, 2022 44.04%
July 31, 2022 44.04%
June 30, 2022 44.04%
May 31, 2022 42.88%
April 30, 2022 35.85%
March 31, 2022 34.06%
Date Value
February 28, 2022 32.59%
January 31, 2022 32.51%
December 31, 2021 26.62%
November 30, 2021 26.62%
October 31, 2021 26.62%
September 30, 2021 27.50%
August 31, 2021 31.80%
July 31, 2021 31.80%
June 30, 2021 31.80%
May 31, 2021 31.80%
April 30, 2021 31.80%
March 31, 2021 32.30%
February 28, 2021 32.30%
January 31, 2021 32.30%
December 31, 2020 32.30%
November 30, 2020 33.31%
October 31, 2020 33.31%
September 30, 2020 33.31%
August 31, 2020 33.31%
July 31, 2020 33.31%
June 30, 2020 33.31%
May 31, 2020 33.31%
April 30, 2020 33.31%
March 31, 2020 33.31%
February 29, 2020 33.31%

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

26.62%
Minimum
Oct 2021
44.04%
Maximum
Jun 2022
36.81%
Average
33.31%
Median
Apr 2019