Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 27.82%
February 29, 2024 27.82%
January 31, 2024 27.82%
December 31, 2023 27.82%
November 30, 2023 27.82%
October 31, 2023 27.82%
September 30, 2023 27.82%
August 31, 2023 27.82%
July 31, 2023 27.82%
June 30, 2023 27.82%
May 31, 2023 27.82%
April 30, 2023 27.82%
March 31, 2023 27.82%
February 28, 2023 27.82%
January 31, 2023 27.82%
Date Value
December 31, 2022 27.82%
November 30, 2022 26.62%
October 31, 2022 26.62%
September 30, 2022 26.62%
August 31, 2022 26.62%
July 31, 2022 26.62%
June 30, 2022 26.62%
May 31, 2022 23.97%
April 30, 2022 23.74%
March 31, 2022 23.74%
February 28, 2022 23.74%
January 31, 2022 23.74%
December 31, 2021 23.74%
November 30, 2021 23.74%
October 31, 2021 23.74%

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

23.74%
Minimum
Oct 2021
27.82%
Maximum
Dec 2022
26.50%
Average
27.82%
Median
Dec 2022