Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 35.83%
February 29, 2024 35.83%
January 31, 2024 35.83%
December 31, 2023 35.83%
November 30, 2023 35.83%
October 31, 2023 35.83%
September 30, 2023 35.83%
August 31, 2023 35.83%
July 31, 2023 35.83%
June 30, 2023 35.83%
May 31, 2023 35.83%
April 30, 2023 35.83%
March 31, 2023 35.83%
February 28, 2023 35.83%
January 31, 2023 35.83%
December 31, 2022 35.83%
November 30, 2022 35.29%
October 31, 2022 35.29%
September 30, 2022 33.71%
August 31, 2022 33.41%
July 31, 2022 33.41%
June 30, 2022 33.41%
May 31, 2022 30.04%
April 30, 2022 30.04%
March 31, 2022 30.04%
Date Value
February 28, 2022 30.04%
January 31, 2022 30.04%
December 31, 2021 30.04%
November 30, 2021 30.04%
October 31, 2021 30.04%
September 30, 2021 30.04%
August 31, 2021 30.04%
July 31, 2021 30.04%
June 30, 2021 30.04%
May 31, 2021 30.04%
April 30, 2021 30.04%
March 31, 2021 30.04%
February 28, 2021 30.04%
January 31, 2021 30.04%
December 31, 2020 30.04%
November 30, 2020 30.04%
October 31, 2020 30.04%
September 30, 2020 30.04%
August 31, 2020 30.04%
July 31, 2020 30.04%
June 30, 2020 30.04%
May 31, 2020 30.04%
April 30, 2020 30.04%
March 31, 2020 30.04%
February 29, 2020 23.37%

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

23.37%
Minimum
Apr 2019
35.83%
Maximum
Dec 2022
30.77%
Average
30.04%
Median
Mar 2020