Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2024 35.71%
December 31, 2023 35.71%
November 30, 2023 35.71%
October 31, 2023 35.71%
September 30, 2023 35.00%
August 31, 2023 35.00%
July 31, 2023 35.00%
June 30, 2023 35.00%
May 31, 2023 35.00%
April 30, 2023 35.00%
March 31, 2023 35.00%
February 28, 2023 35.00%
January 31, 2023 35.00%
December 31, 2022 35.00%
November 30, 2022 35.00%
October 31, 2022 35.00%
September 30, 2022 33.09%
August 31, 2022 29.15%
July 31, 2022 29.15%
June 30, 2022 29.15%
May 31, 2022 26.92%
April 30, 2022 23.86%
March 31, 2022 20.87%
February 28, 2022 19.66%
January 31, 2022 16.26%
Date Value
December 31, 2021 11.27%
November 30, 2021 10.71%
October 31, 2021 10.45%
September 30, 2021 10.45%
August 31, 2021 10.45%
July 31, 2021 10.45%
June 30, 2021 10.45%
May 31, 2021 10.45%
April 30, 2021 10.45%
March 31, 2021 10.45%
February 28, 2021 10.45%
January 31, 2021 10.45%
December 31, 2020 10.45%
November 30, 2020 10.45%
October 31, 2020 10.45%
September 30, 2020 10.45%
August 31, 2020 10.45%
July 31, 2020 10.45%
June 30, 2020 10.45%
May 31, 2020 10.45%
April 30, 2020 10.45%
March 31, 2020 10.45%
February 29, 2020 7.48%
January 31, 2020 7.48%
December 31, 2019 7.48%

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

7.48%
Minimum
Feb 2019
35.71%
Maximum
Oct 2023
18.65%
Average
10.45%
Median
Mar 2020