Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 28.46%
February 29, 2024 28.46%
January 31, 2024 28.46%
December 31, 2023 28.46%
November 30, 2023 28.46%
October 31, 2023 28.46%
September 30, 2023 28.46%
August 31, 2023 28.46%
July 31, 2023 28.46%
June 30, 2023 28.46%
May 31, 2023 28.46%
April 30, 2023 28.46%
March 31, 2023 28.46%
February 28, 2023 28.46%
January 31, 2023 28.46%
Date Value
December 31, 2022 28.46%
November 30, 2022 26.92%
October 31, 2022 26.92%
September 30, 2022 26.92%
August 31, 2022 26.92%
July 31, 2022 26.92%
June 30, 2022 26.92%
May 31, 2022 24.24%
April 30, 2022 23.80%
March 31, 2022 23.80%
February 28, 2022 23.80%
January 31, 2022 23.80%
December 31, 2021 23.80%
November 30, 2021 23.80%
October 31, 2021 23.80%

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

23.80%
Minimum
Oct 2021
28.46%
Maximum
Dec 2022
26.92%
Average
28.46%
Median
Dec 2022