Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 35.04%
February 29, 2024 35.04%
January 31, 2024 35.04%
December 31, 2023 35.04%
November 30, 2023 35.04%
October 31, 2023 35.04%
September 30, 2023 35.04%
August 31, 2023 35.04%
July 31, 2023 35.04%
June 30, 2023 35.04%
May 31, 2023 35.04%
April 30, 2023 35.04%
March 31, 2023 35.04%
February 28, 2023 35.04%
January 31, 2023 35.04%
Date Value
December 31, 2022 35.04%
November 30, 2022 30.44%
October 31, 2022 30.43%
September 30, 2022 30.43%
August 31, 2022 30.43%
July 31, 2022 30.43%
June 30, 2022 30.43%
May 31, 2022 30.43%
April 30, 2022 30.43%
March 31, 2022 30.43%
February 28, 2022 30.43%
January 31, 2022 30.43%
December 31, 2021 30.43%
November 30, 2021 30.43%
October 31, 2021 30.43%

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

30.43%
Minimum
Oct 2021
35.04%
Maximum
Dec 2022
32.89%
Average
35.04%
Median
Dec 2022