Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 38.00%
September 30, 2024 38.00%
August 31, 2024 38.00%
July 31, 2024 38.00%
June 30, 2024 38.00%
May 31, 2024 38.00%
April 30, 2024 38.00%
March 31, 2024 38.00%
February 29, 2024 38.00%
January 31, 2024 38.00%
December 31, 2023 38.00%
November 30, 2023 38.00%
October 31, 2023 38.00%
September 30, 2023 38.00%
August 31, 2023 38.00%
July 31, 2023 38.00%
June 30, 2023 38.00%
May 31, 2023 38.00%
April 30, 2023 38.00%
March 31, 2023 38.00%
February 28, 2023 38.00%
January 31, 2023 38.00%
December 31, 2022 38.00%
November 30, 2022 38.00%
October 31, 2022 38.00%
Date Value
September 30, 2022 35.57%
August 31, 2022 28.94%
July 31, 2022 28.94%
June 30, 2022 28.94%
May 31, 2022 28.94%
April 30, 2022 28.94%
March 31, 2022 28.94%
February 28, 2022 28.94%
January 31, 2022 28.94%
December 31, 2021 28.94%
November 30, 2021 28.94%
October 31, 2021 28.94%
September 30, 2021 28.94%
August 31, 2021 28.94%
July 31, 2021 28.94%
June 30, 2021 28.94%
May 31, 2021 28.94%
April 30, 2021 28.94%
March 31, 2021 28.94%
February 28, 2021 28.94%
January 31, 2021 28.94%
December 31, 2020 28.94%
November 30, 2020 28.94%
October 31, 2020 28.94%
September 30, 2020 28.94%

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

19.27%
Minimum
Nov 2019
38.00%
Maximum
Oct 2022
32.18%
Average
28.94%
Median
Mar 2020