Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 18.27%
March 31, 2024 18.27%
February 29, 2024 18.27%
January 31, 2024 18.27%
December 31, 2023 18.27%
November 30, 2023 18.27%
October 31, 2023 18.27%
September 30, 2023 18.27%
August 31, 2023 18.27%
July 31, 2023 18.27%
June 30, 2023 18.27%
May 31, 2023 18.27%
April 30, 2023 18.27%
March 31, 2023 18.27%
February 28, 2023 18.27%
January 31, 2023 18.27%
December 31, 2022 18.27%
November 30, 2022 18.27%
October 31, 2022 18.27%
September 30, 2022 18.27%
August 31, 2022 18.27%
July 31, 2022 18.27%
June 30, 2022 18.27%
May 31, 2022 18.27%
April 30, 2022 18.27%
Date Value
March 31, 2022 18.27%
February 28, 2022 18.27%
January 31, 2022 18.27%
December 31, 2021 18.27%
November 30, 2021 18.27%
October 31, 2021 18.27%
September 30, 2021 18.43%
August 31, 2021 18.43%
July 31, 2021 18.43%
June 30, 2021 18.43%
May 31, 2021 18.43%
April 30, 2021 18.43%
March 31, 2021 18.43%
February 28, 2021 18.43%
January 31, 2021 18.43%
December 31, 2020 18.43%
November 30, 2020 18.43%
October 31, 2020 19.04%
September 30, 2020 19.04%
August 31, 2020 19.04%
July 31, 2020 19.04%
June 30, 2020 19.04%
May 31, 2020 19.04%
April 30, 2020 19.04%
March 31, 2020 19.04%

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

18.27%
Minimum
Oct 2021
20.72%
Maximum
May 2019
18.70%
Average
18.27%
Median
Oct 2021