Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 41.90%
March 31, 2024 43.17%
February 29, 2024 44.21%
January 31, 2024 47.26%
December 31, 2023 47.39%
November 30, 2023 47.71%
October 31, 2023 47.71%
September 30, 2023 47.71%
August 31, 2023 47.71%
July 31, 2023 47.71%
June 30, 2023 47.71%
May 31, 2023 47.71%
April 30, 2023 47.71%
March 31, 2023 47.71%
February 28, 2023 47.71%
January 31, 2023 47.71%
December 31, 2022 47.71%
November 30, 2022 47.71%
October 31, 2022 50.07%
September 30, 2022 50.67%
August 31, 2022 50.67%
July 31, 2022 50.67%
June 30, 2022 50.67%
May 31, 2022 50.67%
April 30, 2022 54.02%
Date Value
March 31, 2022 54.02%
February 28, 2022 54.02%
January 31, 2022 54.02%
December 31, 2021 54.02%
November 30, 2021 54.02%
October 31, 2021 54.02%
September 30, 2021 54.18%
August 31, 2021 54.18%
July 31, 2021 54.18%
June 30, 2021 54.18%
May 31, 2021 54.18%
April 30, 2021 54.18%
March 31, 2021 54.18%
February 28, 2021 54.18%
January 31, 2021 57.94%
December 31, 2020 69.85%
November 30, 2020 71.38%
October 31, 2020 71.38%
September 30, 2020 71.38%
August 31, 2020 71.38%
July 31, 2020 71.38%
June 30, 2020 71.38%
May 31, 2020 71.38%
April 30, 2020 71.38%
March 31, 2020 71.38%

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

41.90%
Minimum
Apr 2024
71.38%
Maximum
May 2019
57.39%
Average
54.02%
Median
Oct 2021

Max Drawdown (5Y) Related Metrics