Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 31.85%
September 30, 2024 31.85%
August 31, 2024 31.85%
July 31, 2024 31.85%
June 30, 2024 31.85%
May 31, 2024 31.85%
April 30, 2024 31.85%
March 31, 2024 31.85%
February 29, 2024 31.85%
January 31, 2024 31.85%
December 31, 2023 31.85%
November 30, 2023 31.85%
October 31, 2023 31.85%
September 30, 2023 29.96%
August 31, 2023 29.96%
July 31, 2023 29.96%
June 30, 2023 29.96%
May 31, 2023 29.96%
April 30, 2023 29.96%
March 31, 2023 29.96%
February 28, 2023 29.96%
January 31, 2023 29.96%
December 31, 2022 29.96%
November 30, 2022 29.96%
October 31, 2022 29.96%
Date Value
September 30, 2022 29.90%
August 31, 2022 29.90%
July 31, 2022 29.90%
June 30, 2022 29.90%
May 31, 2022 29.90%
April 30, 2022 29.90%
March 31, 2022 29.90%
February 28, 2022 29.90%
January 31, 2022 29.90%
December 31, 2021 29.90%
November 30, 2021 29.90%
October 31, 2021 29.90%
September 30, 2021 29.90%
August 31, 2021 29.90%
July 31, 2021 29.90%
June 30, 2021 29.90%
May 31, 2021 29.90%
April 30, 2021 29.90%
March 31, 2021 29.90%
February 28, 2021 29.90%
January 31, 2021 29.90%
December 31, 2020 29.90%
November 30, 2020 29.90%
October 31, 2020 29.90%
September 30, 2020 29.90%

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

14.24%
Minimum
Nov 2019
31.85%
Maximum
Oct 2023
29.29%
Average
29.90%
Median
Mar 2020