Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 43.54%
February 29, 2024 43.54%
January 31, 2024 43.54%
December 31, 2023 43.54%
November 30, 2023 43.54%
October 31, 2023 43.54%
September 30, 2023 43.54%
August 31, 2023 43.54%
July 31, 2023 43.54%
June 30, 2023 43.54%
May 31, 2023 43.54%
April 30, 2023 43.54%
March 31, 2023 43.54%
February 28, 2023 43.54%
January 31, 2023 43.54%
December 31, 2022 43.54%
November 30, 2022 43.54%
October 31, 2022 43.54%
September 30, 2022 42.24%
August 31, 2022 36.39%
July 31, 2022 36.39%
June 30, 2022 36.20%
May 31, 2022 35.29%
April 30, 2022 35.29%
March 31, 2022 35.29%
Date Value
February 28, 2022 35.29%
January 31, 2022 35.29%
December 31, 2021 35.29%
November 30, 2021 35.29%
October 31, 2021 35.29%
September 30, 2021 35.29%
August 31, 2021 35.29%
July 31, 2021 35.29%
June 30, 2021 35.29%
May 31, 2021 35.29%
April 30, 2021 35.29%
March 31, 2021 35.29%
February 28, 2021 35.29%
January 31, 2021 35.29%
December 31, 2020 35.29%
November 30, 2020 35.29%
October 31, 2020 35.29%
September 30, 2020 35.29%
August 31, 2020 35.29%
July 31, 2020 35.29%
June 30, 2020 35.29%
May 31, 2020 35.29%
April 30, 2020 35.29%
March 31, 2020 35.29%
February 29, 2020 23.95%

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

23.95%
Minimum
Apr 2019
43.54%
Maximum
Oct 2022
35.85%
Average
35.29%
Median
Mar 2020