Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 46.57%
March 31, 2024 45.07%
February 29, 2024 45.07%
January 31, 2024 44.59%
December 31, 2023 42.71%
November 30, 2023 42.71%
October 31, 2023 42.71%
September 30, 2023 41.14%
August 31, 2023 41.14%
July 31, 2023 41.14%
June 30, 2023 41.14%
May 31, 2023 41.14%
April 30, 2023 41.14%
March 31, 2023 41.14%
February 28, 2023 41.14%
January 31, 2023 41.14%
December 31, 2022 41.14%
November 30, 2022 41.14%
October 31, 2022 41.14%
September 30, 2022 39.79%
August 31, 2022 38.46%
July 31, 2022 38.46%
June 30, 2022 38.46%
May 31, 2022 38.46%
April 30, 2022 38.46%
Date Value
March 31, 2022 38.46%
February 28, 2022 38.46%
January 31, 2022 38.46%
December 31, 2021 38.46%
November 30, 2021 38.46%
October 31, 2021 38.46%
September 30, 2021 38.46%
August 31, 2021 38.46%
July 31, 2021 38.46%
June 30, 2021 38.46%
May 31, 2021 38.46%
April 30, 2021 38.46%
March 31, 2021 38.46%
February 28, 2021 38.46%
January 31, 2021 38.46%
December 31, 2020 38.46%
November 30, 2020 38.46%
October 31, 2020 38.46%
September 30, 2020 38.46%
August 31, 2020 38.46%
July 31, 2020 38.46%
June 30, 2020 38.46%
May 31, 2020 38.46%
April 30, 2020 38.46%
March 31, 2020 38.46%

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

15.58%
Minimum
May 2019
46.57%
Maximum
Apr 2024
35.88%
Average
38.46%
Median
Mar 2020