Max Drawdown (5Y) Chart

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Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2026 0.00%
June 30, 2026 0.00%
May 31, 2026 0.00%
April 30, 2026 0.00%
March 31, 2026 0.00%
February 28, 2026 0.00%
January 31, 2026 0.00%
December 31, 2025 0.00%
November 30, 2025 0.00%
October 31, 2025 0.00%
September 30, 2025 0.00%
August 31, 2025 0.00%
July 31, 2025 0.00%
June 30, 2025 0.00%
May 31, 2025 0.00%
April 30, 2025 0.00%
March 31, 2025 0.00%
February 28, 2025 0.00%
January 31, 2025 0.00%
December 31, 2024 0.00%
November 30, 2024 0.00%
October 31, 2024 0.00%
September 30, 2024 0.00%
August 31, 2024 0.00%
July 31, 2024 5.23%
Date Value
June 30, 2024 7.01%
May 31, 2024 7.01%
April 30, 2024 7.01%
March 31, 2024 8.88%
February 29, 2024 8.88%
January 31, 2024 10.56%
December 31, 2023 10.56%
November 30, 2023 10.56%
October 31, 2023 10.56%
September 30, 2023 10.56%
August 31, 2023 10.56%
July 31, 2023 10.56%
June 30, 2023 10.56%
May 31, 2023 18.24%
April 30, 2023 18.24%
March 31, 2023 18.24%
February 28, 2023 18.24%
January 31, 2023 18.24%
December 31, 2022 18.24%
November 30, 2022 18.24%
October 31, 2022 18.24%
September 30, 2022 18.24%
August 31, 2022 18.24%
July 31, 2022 18.24%
June 30, 2022 18.24%

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

View Max Drawdown (5Y) Range, Past 5 Years
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Median

Max Drawdown (5Y) Benchmarks

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.080
Beta (5Y) 0.0988