Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 32.96%
February 29, 2024 32.96%
January 31, 2024 32.96%
December 31, 2023 32.96%
November 30, 2023 32.96%
October 31, 2023 32.96%
September 30, 2023 32.96%
August 31, 2023 32.96%
July 31, 2023 32.96%
June 30, 2023 32.96%
May 31, 2023 32.96%
April 30, 2023 32.96%
March 31, 2023 32.96%
February 28, 2023 32.96%
January 31, 2023 32.96%
December 31, 2022 32.96%
November 30, 2022 32.96%
October 31, 2022 32.96%
September 30, 2022 32.96%
August 31, 2022 32.96%
July 31, 2022 32.96%
June 30, 2022 32.96%
May 31, 2022 32.96%
April 30, 2022 32.96%
March 31, 2022 32.54%
Date Value
February 28, 2022 32.54%
January 31, 2022 32.54%
December 31, 2021 32.54%
November 30, 2021 32.54%
October 31, 2021 32.54%
September 30, 2021 32.54%
August 31, 2021 32.54%
July 31, 2021 32.54%
June 30, 2021 32.54%
May 31, 2021 32.54%
April 30, 2021 32.54%
March 31, 2021 32.54%
February 28, 2021 32.54%
January 31, 2021 32.54%
December 31, 2020 32.54%
November 30, 2020 33.15%
October 31, 2020 33.15%
September 30, 2020 33.15%
August 31, 2020 33.15%
July 31, 2020 33.15%
June 30, 2020 33.15%
May 31, 2020 33.15%
April 30, 2020 33.15%
March 31, 2020 33.15%
February 29, 2020 33.15%

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

32.54%
Minimum
Dec 2020
33.15%
Maximum
Apr 2019
32.91%
Average
32.96%
Median
Apr 2022

Max Drawdown (5Y) Benchmarks