Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2024 40.88%
April 30, 2024 40.88%
March 31, 2024 40.88%
February 29, 2024 40.88%
January 31, 2024 40.88%
December 31, 2023 40.88%
November 30, 2023 40.88%
October 31, 2023 40.88%
September 30, 2023 39.83%
August 31, 2023 39.83%
July 31, 2023 39.83%
June 30, 2023 39.83%
May 31, 2023 39.83%
April 30, 2023 39.83%
March 31, 2023 39.83%
February 28, 2023 39.83%
January 31, 2023 39.83%
December 31, 2022 39.83%
November 30, 2022 39.83%
October 31, 2022 39.83%
September 30, 2022 36.74%
August 31, 2022 32.42%
July 31, 2022 32.42%
June 30, 2022 32.42%
May 31, 2022 32.42%
Date Value
April 30, 2022 32.42%
March 31, 2022 32.42%
February 28, 2022 32.42%
January 31, 2022 32.42%
December 31, 2021 32.42%
November 30, 2021 32.42%
October 31, 2021 32.42%
September 30, 2021 32.42%
August 31, 2021 32.42%
July 31, 2021 32.42%
June 30, 2021 32.42%
May 31, 2021 32.42%
April 30, 2021 32.42%
March 31, 2021 32.42%
February 28, 2021 32.42%
January 31, 2021 32.42%
December 31, 2020 32.42%
November 30, 2020 32.42%
October 31, 2020 32.42%
September 30, 2020 32.42%
August 31, 2020 32.42%
July 31, 2020 32.42%
June 30, 2020 32.42%
May 31, 2020 32.42%
April 30, 2020 32.42%

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

21.26%
Minimum
Jun 2019
40.88%
Maximum
Oct 2023
33.43%
Average
32.42%
Median
Mar 2020