Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 65.51%
September 30, 2024 65.51%
August 31, 2024 65.51%
July 31, 2024 65.51%
June 30, 2024 65.51%
May 31, 2024 65.51%
April 30, 2024 65.51%
March 31, 2024 65.51%
February 29, 2024 64.66%
January 31, 2024 58.07%
December 31, 2023 58.07%
November 30, 2023 58.07%
October 31, 2023 56.52%
September 30, 2023 56.52%
August 31, 2023 56.52%
July 31, 2023 56.52%
June 30, 2023 56.52%
May 31, 2023 56.52%
April 30, 2023 48.43%
March 31, 2023 48.43%
February 28, 2023 48.43%
January 31, 2023 48.43%
December 31, 2022 48.43%
November 30, 2022 48.43%
October 31, 2022 48.43%
Date Value
September 30, 2022 48.43%
August 31, 2022 48.43%
July 31, 2022 48.43%
June 30, 2022 48.43%
May 31, 2022 48.43%
April 30, 2022 48.43%
March 31, 2022 48.43%
February 28, 2022 48.43%
January 31, 2022 48.43%
December 31, 2021 48.43%
November 30, 2021 48.43%
October 31, 2021 48.43%
September 30, 2021 48.43%
August 31, 2021 48.43%
July 31, 2021 48.43%
June 30, 2021 48.43%
May 31, 2021 48.43%
April 30, 2021 48.43%
March 31, 2021 48.43%
February 28, 2021 48.43%
January 31, 2021 48.43%
December 31, 2020 48.43%
November 30, 2020 48.43%
October 31, 2020 48.43%
September 30, 2020 48.43%

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

35.32%
Minimum
Nov 2019
65.51%
Maximum
Mar 2024
51.39%
Average
48.43%
Median
Mar 2020