Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 21.63%
February 29, 2024 21.63%
January 31, 2024 21.63%
December 31, 2023 21.63%
November 30, 2023 21.63%
October 31, 2023 21.63%
September 30, 2023 21.63%
August 31, 2023 21.63%
July 31, 2023 21.63%
June 30, 2023 21.63%
May 31, 2023 21.63%
April 30, 2023 21.63%
March 31, 2023 21.63%
February 28, 2023 21.63%
January 31, 2023 21.63%
December 31, 2022 21.63%
November 30, 2022 21.63%
October 31, 2022 21.63%
September 30, 2022 21.63%
August 31, 2022 18.67%
July 31, 2022 18.67%
June 30, 2022 18.67%
May 31, 2022 18.67%
April 30, 2022 18.67%
March 31, 2022 18.67%
Date Value
February 28, 2022 18.67%
January 31, 2022 18.67%
December 31, 2021 18.67%
November 30, 2021 18.67%
October 31, 2021 18.67%
September 30, 2021 18.67%
August 31, 2021 18.67%
July 31, 2021 18.67%
June 30, 2021 18.67%
May 31, 2021 18.67%
April 30, 2021 18.67%
March 31, 2021 18.67%
February 28, 2021 16.43%
January 31, 2021 13.95%
December 31, 2020 13.95%
November 30, 2020 13.95%
October 31, 2020 12.54%
September 30, 2020 12.54%
August 31, 2020 12.54%
July 31, 2020 12.54%
June 30, 2020 12.54%
May 31, 2020 12.54%
April 30, 2020 12.54%
March 31, 2020 12.54%
February 29, 2020 6.78%

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

6.78%
Minimum
Apr 2019
21.63%
Maximum
Sep 2022
16.34%
Average
18.67%
Median
Mar 2021