Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 63.26%
August 31, 2024 63.26%
July 31, 2024 56.84%
June 30, 2024 47.19%
May 31, 2024 47.19%
April 30, 2024 46.00%
March 31, 2024 46.00%
February 29, 2024 46.00%
January 31, 2024 46.00%
December 31, 2023 46.00%
November 30, 2023 46.00%
October 31, 2023 46.00%
September 30, 2023 46.00%
August 31, 2023 46.00%
July 31, 2023 46.00%
June 30, 2023 46.00%
May 31, 2023 46.00%
April 30, 2023 45.27%
March 31, 2023 44.44%
February 28, 2023 39.87%
January 31, 2023 39.87%
December 31, 2022 39.87%
November 30, 2022 39.87%
October 31, 2022 39.87%
September 30, 2022 39.87%
Date Value
August 31, 2022 39.87%
July 31, 2022 39.87%
June 30, 2022 39.87%
May 31, 2022 39.87%
April 30, 2022 39.87%
March 31, 2022 39.87%
February 28, 2022 39.87%
January 31, 2022 39.87%
December 31, 2021 39.87%
November 30, 2021 39.87%
October 31, 2021 39.87%
September 30, 2021 39.87%
August 31, 2021 39.87%
July 31, 2021 39.87%
June 30, 2021 39.87%
May 31, 2021 39.87%
April 30, 2021 39.87%
March 31, 2021 39.87%
February 28, 2021 39.87%
January 31, 2021 39.87%
December 31, 2020 39.87%
November 30, 2020 39.87%
October 31, 2020 39.87%
September 30, 2020 39.87%
August 31, 2020 39.87%

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

28.51%
Minimum
Nov 2019
63.26%
Maximum
Aug 2024
41.27%
Average
39.87%
Median
Jun 2020