Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 39.69%
September 30, 2024 39.69%
August 31, 2024 39.69%
July 31, 2024 39.69%
June 30, 2024 39.69%
May 31, 2024 39.69%
April 30, 2024 39.69%
March 31, 2024 39.69%
February 29, 2024 39.69%
January 31, 2024 39.69%
December 31, 2023 39.69%
November 30, 2023 39.69%
October 31, 2023 39.69%
September 30, 2023 39.69%
August 31, 2023 39.69%
July 31, 2023 39.69%
June 30, 2023 39.69%
May 31, 2023 39.69%
April 30, 2023 39.69%
March 31, 2023 39.69%
February 28, 2023 38.98%
January 31, 2023 38.98%
December 31, 2022 38.98%
November 30, 2022 38.98%
October 31, 2022 38.98%
Date Value
September 30, 2022 37.73%
August 31, 2022 34.74%
July 31, 2022 34.74%
June 30, 2022 34.43%
May 31, 2022 33.77%
April 30, 2022 33.45%
March 31, 2022 33.45%
February 28, 2022 33.45%
January 31, 2022 33.45%
December 31, 2021 33.45%
November 30, 2021 33.45%
October 31, 2021 33.45%
September 30, 2021 33.45%
August 31, 2021 33.45%
July 31, 2021 33.45%
June 30, 2021 33.45%
May 31, 2021 33.45%
April 30, 2021 33.45%
March 31, 2021 33.45%
February 28, 2021 33.45%
January 31, 2021 33.45%
December 31, 2020 33.45%
November 30, 2020 33.45%
October 31, 2020 33.45%
September 30, 2020 33.45%

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

22.56%
Minimum
Nov 2019
39.69%
Maximum
Mar 2023
35.40%
Average
33.61%
Median