Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 30.88%
February 29, 2024 30.88%
January 31, 2024 30.88%
December 31, 2023 30.88%
November 30, 2023 30.88%
October 31, 2023 30.88%
September 30, 2023 30.88%
August 31, 2023 30.88%
July 31, 2023 30.88%
June 30, 2023 30.88%
May 31, 2023 30.88%
April 30, 2023 30.88%
March 31, 2023 30.88%
February 28, 2023 30.88%
January 31, 2023 30.88%
Date Value
December 31, 2022 30.88%
November 30, 2022 29.97%
October 31, 2022 29.97%
September 30, 2022 29.97%
August 31, 2022 29.97%
July 31, 2022 29.97%
June 30, 2022 29.97%
May 31, 2022 29.97%
April 30, 2022 29.97%
March 31, 2022 29.97%
February 28, 2022 29.97%
January 31, 2022 29.97%
December 31, 2021 29.97%
November 30, 2021 29.97%
October 31, 2021 29.97%

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

29.97%
Minimum
Oct 2021
30.88%
Maximum
Dec 2022
30.46%
Average
30.88%
Median
Dec 2022