Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 38.49%
September 30, 2024 38.49%
August 31, 2024 38.49%
July 31, 2024 38.49%
June 30, 2024 38.49%
May 31, 2024 38.49%
April 30, 2024 38.49%
March 31, 2024 38.49%
February 29, 2024 38.49%
January 31, 2024 38.49%
December 31, 2023 38.49%
November 30, 2023 38.49%
October 31, 2023 38.49%
September 30, 2023 38.49%
August 31, 2023 38.49%
July 31, 2023 38.49%
June 30, 2023 38.49%
May 31, 2023 38.49%
April 30, 2023 38.49%
March 31, 2023 38.49%
February 28, 2023 38.49%
January 31, 2023 38.49%
December 31, 2022 38.49%
November 30, 2022 38.49%
October 31, 2022 38.49%
Date Value
September 30, 2022 37.15%
August 31, 2022 33.96%
July 31, 2022 33.96%
June 30, 2022 33.96%
May 31, 2022 33.96%
April 30, 2022 33.96%
March 31, 2022 33.96%
February 28, 2022 33.96%
January 31, 2022 33.96%
December 31, 2021 33.96%
November 30, 2021 33.96%
October 31, 2021 33.96%
September 30, 2021 33.96%
August 31, 2021 33.96%
July 31, 2021 33.96%
June 30, 2021 33.96%
May 31, 2021 33.96%
April 30, 2021 33.96%
March 31, 2021 33.96%
February 28, 2021 33.96%
January 31, 2021 33.96%
December 31, 2020 33.96%
November 30, 2020 33.96%
October 31, 2020 33.96%
September 30, 2020 33.96%

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

25.96%
Minimum
Nov 2019
38.49%
Maximum
Oct 2022
35.37%
Average
33.96%
Median
Mar 2020