Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2024 19.97%
May 31, 2024 19.97%
April 30, 2024 19.97%
March 31, 2024 19.97%
February 29, 2024 19.97%
January 31, 2024 19.97%
December 31, 2023 19.97%
November 30, 2023 19.97%
October 31, 2023 19.97%
September 30, 2023 19.97%
August 31, 2023 19.97%
July 31, 2023 19.97%
June 30, 2023 19.97%
May 31, 2023 19.97%
April 30, 2023 19.97%
March 31, 2023 19.97%
February 28, 2023 19.97%
January 31, 2023 19.97%
December 31, 2022 19.97%
November 30, 2022 19.97%
October 31, 2022 19.97%
September 30, 2022 16.42%
August 31, 2022 14.49%
July 31, 2022 14.49%
June 30, 2022 14.49%
Date Value
May 31, 2022 14.49%
April 30, 2022 13.78%
March 31, 2022 12.43%
February 28, 2022 12.43%
January 31, 2022 12.43%
December 31, 2021 12.43%
November 30, 2021 12.43%
October 31, 2021 12.43%
September 30, 2021 12.43%
August 31, 2021 12.43%
July 31, 2021 12.43%
June 30, 2021 12.43%
May 31, 2021 12.43%
April 30, 2021 12.43%
March 31, 2021 12.43%
February 28, 2021 12.43%
January 31, 2021 12.43%
December 31, 2020 12.43%
November 30, 2020 13.07%
October 31, 2020 15.28%
September 30, 2020 15.28%
August 31, 2020 15.28%
July 31, 2020 15.28%
June 30, 2020 15.76%
May 31, 2020 15.76%

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

12.43%
Minimum
Dec 2020
19.97%
Maximum
Oct 2022
16.61%
Average
17.72%
Median