Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2024 36.08%
December 31, 2023 36.08%
November 30, 2023 36.08%
October 31, 2023 36.08%
September 30, 2023 36.08%
August 31, 2023 36.08%
July 31, 2023 36.08%
June 30, 2023 36.08%
May 31, 2023 36.08%
April 30, 2023 36.08%
March 31, 2023 36.08%
February 28, 2023 36.08%
January 31, 2023 36.08%
December 31, 2022 36.08%
November 30, 2022 36.08%
October 31, 2022 35.48%
September 30, 2022 33.03%
August 31, 2022 33.03%
July 31, 2022 33.03%
June 30, 2022 33.03%
May 31, 2022 28.65%
April 30, 2022 28.53%
March 31, 2022 28.53%
February 28, 2022 28.53%
January 31, 2022 28.53%
Date Value
December 31, 2021 28.53%
November 30, 2021 28.53%
October 31, 2021 28.53%
September 30, 2021 28.53%
August 31, 2021 28.53%
July 31, 2021 28.53%
June 30, 2021 28.53%
May 31, 2021 28.53%
April 30, 2021 28.53%
March 31, 2021 28.53%
February 28, 2021 28.53%
January 31, 2021 28.53%
December 31, 2020 28.53%
November 30, 2020 28.53%
October 31, 2020 28.53%
September 30, 2020 28.53%
August 31, 2020 28.53%
July 31, 2020 28.53%
June 30, 2020 28.53%
May 31, 2020 28.53%
April 30, 2020 28.53%
March 31, 2020 28.53%
February 29, 2020 21.54%
January 31, 2020 21.54%
December 31, 2019 21.54%

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

21.54%
Minimum
Apr 2019
36.08%
Maximum
Nov 2022
29.59%
Average
28.53%
Median
Mar 2020