Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 29.75%
March 31, 2024 29.75%
February 29, 2024 29.75%
January 31, 2024 29.75%
December 31, 2023 29.75%
November 30, 2023 29.75%
October 31, 2023 29.75%
September 30, 2023 29.75%
August 31, 2023 29.75%
July 31, 2023 29.75%
June 30, 2023 29.75%
May 31, 2023 29.75%
April 30, 2023 29.75%
March 31, 2023 29.75%
February 28, 2023 29.75%
January 31, 2023 29.75%
December 31, 2022 29.75%
November 30, 2022 29.75%
October 31, 2022 29.75%
September 30, 2022 28.52%
August 31, 2022 27.47%
July 31, 2022 27.47%
June 30, 2022 27.47%
May 31, 2022 26.60%
April 30, 2022 26.06%
Date Value
March 31, 2022 26.06%
February 28, 2022 26.06%
January 31, 2022 26.06%
December 31, 2021 26.06%
November 30, 2021 26.06%
October 31, 2021 26.06%
September 30, 2021 26.06%
August 31, 2021 26.06%
July 31, 2021 26.06%
June 30, 2021 26.06%
May 31, 2021 26.06%
April 30, 2021 26.06%
March 31, 2021 26.06%
February 28, 2021 26.06%
January 31, 2021 26.06%
December 31, 2020 26.06%
November 30, 2020 26.06%
October 31, 2020 26.06%
September 30, 2020 26.06%
August 31, 2020 26.06%
July 31, 2020 26.06%
June 30, 2020 26.06%
May 31, 2020 26.06%
April 30, 2020 26.06%
March 31, 2020 26.06%

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

21.46%
Minimum
May 2019
29.75%
Maximum
Oct 2022
26.58%
Average
26.06%
Median
Mar 2020