Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2024 27.36%
December 31, 2023 27.36%
November 30, 2023 27.36%
October 31, 2023 27.36%
September 30, 2023 27.36%
August 31, 2023 27.36%
July 31, 2023 27.36%
June 30, 2023 27.36%
May 31, 2023 27.36%
April 30, 2023 27.36%
March 31, 2023 27.36%
February 28, 2023 27.36%
January 31, 2023 27.36%
December 31, 2022 27.36%
November 30, 2022 27.36%
October 31, 2022 27.36%
September 30, 2022 27.36%
August 31, 2022 27.36%
July 31, 2022 27.36%
June 30, 2022 27.36%
May 31, 2022 27.36%
April 30, 2022 27.36%
March 31, 2022 27.36%
February 28, 2022 27.36%
January 31, 2022 27.36%
Date Value
December 31, 2021 27.36%
November 30, 2021 27.36%
October 31, 2021 27.36%
September 30, 2021 27.36%
August 31, 2021 27.36%
July 31, 2021 27.36%
June 30, 2021 27.36%
May 31, 2021 27.36%
April 30, 2021 27.36%
March 31, 2021 27.36%
February 28, 2021 27.36%
January 31, 2021 27.36%
December 31, 2020 27.36%
November 30, 2020 27.36%
October 31, 2020 27.36%
September 30, 2020 27.36%
August 31, 2020 27.36%
July 31, 2020 27.36%
June 30, 2020 27.36%
May 31, 2020 27.36%
April 30, 2020 27.36%
March 31, 2020 27.36%
February 29, 2020 15.53%
January 31, 2020 15.53%
December 31, 2019 15.53%

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

15.53%
Minimum
Feb 2019
27.36%
Maximum
Mar 2020
24.80%
Average
27.36%
Median
Mar 2020