Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2024 32.88%
July 31, 2024 32.88%
June 30, 2024 32.88%
May 31, 2024 32.88%
April 30, 2024 32.88%
March 31, 2024 32.88%
February 29, 2024 32.88%
January 31, 2024 32.88%
December 31, 2023 32.88%
November 30, 2023 32.88%
October 31, 2023 32.88%
September 30, 2023 32.88%
August 31, 2023 32.88%
July 31, 2023 32.88%
June 30, 2023 32.88%
May 31, 2023 32.88%
April 30, 2023 32.88%
March 31, 2023 32.88%
February 28, 2023 32.88%
January 31, 2023 32.88%
December 31, 2022 32.88%
November 30, 2022 32.88%
October 31, 2022 32.88%
September 30, 2022 32.88%
August 31, 2022 31.52%
Date Value
July 31, 2022 31.52%
June 30, 2022 31.52%
May 31, 2022 27.13%
April 30, 2022 25.46%
March 31, 2022 25.46%
February 28, 2022 25.46%
January 31, 2022 25.46%
December 31, 2021 25.46%
November 30, 2021 25.46%
October 31, 2021 25.46%
September 30, 2021 25.46%
August 31, 2021 25.46%
July 31, 2021 25.46%
June 30, 2021 25.46%
May 31, 2021 25.46%
April 30, 2021 25.46%
March 31, 2021 25.46%
February 28, 2021 25.46%
January 31, 2021 25.46%
December 31, 2020 25.46%
November 30, 2020 25.46%
October 31, 2020 25.46%
September 30, 2020 25.46%
August 31, 2020 25.46%
July 31, 2020 25.46%

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

5.78%
Minimum
Sep 2019
32.88%
Maximum
Sep 2022
26.85%
Average
25.46%
Median
Mar 2020