Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 64.38%
February 29, 2024 64.38%
January 31, 2024 64.38%
December 31, 2023 64.38%
November 30, 2023 64.38%
October 31, 2023 64.38%
September 30, 2023 62.98%
August 31, 2023 61.88%
July 31, 2023 61.88%
June 30, 2023 61.88%
May 31, 2023 61.88%
April 30, 2023 61.88%
March 31, 2023 61.88%
February 28, 2023 61.13%
January 31, 2023 61.13%
December 31, 2022 61.13%
November 30, 2022 58.37%
October 31, 2022 58.25%
September 30, 2022 56.99%
August 31, 2022 51.43%
July 31, 2022 51.43%
June 30, 2022 50.85%
May 31, 2022 46.53%
April 30, 2022 38.94%
March 31, 2022 35.54%
Date Value
February 28, 2022 30.63%
January 31, 2022 30.63%
December 31, 2021 30.63%
November 30, 2021 30.63%
October 31, 2021 30.63%
September 30, 2021 30.63%
August 31, 2021 30.63%
July 31, 2021 30.63%
June 30, 2021 30.63%
May 31, 2021 30.63%
April 30, 2021 30.63%
March 31, 2021 30.63%
February 28, 2021 30.63%
January 31, 2021 30.63%
December 31, 2020 30.63%
November 30, 2020 30.63%
October 31, 2020 30.63%
September 30, 2020 30.63%
August 31, 2020 30.63%
July 31, 2020 30.63%
June 30, 2020 30.63%
May 31, 2020 30.63%
April 30, 2020 30.63%
March 31, 2020 30.63%
February 29, 2020 24.24%

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

24.24%
Minimum
Apr 2019
64.38%
Maximum
Oct 2023
40.90%
Average
30.63%
Median
Mar 2020