Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 20.60%
September 30, 2024 20.60%
August 31, 2024 20.60%
July 31, 2024 20.60%
June 30, 2024 20.60%
May 31, 2024 20.60%
April 30, 2024 20.60%
March 31, 2024 20.60%
February 29, 2024 20.60%
January 31, 2024 20.60%
December 31, 2023 20.60%
November 30, 2023 20.60%
October 31, 2023 20.60%
September 30, 2023 20.60%
August 31, 2023 20.60%
July 31, 2023 20.60%
June 30, 2023 20.60%
May 31, 2023 20.60%
April 30, 2023 20.60%
March 31, 2023 20.60%
February 28, 2023 20.60%
January 31, 2023 20.60%
December 31, 2022 20.60%
November 30, 2022 20.60%
October 31, 2022 20.60%
Date Value
September 30, 2022 18.69%
August 31, 2022 15.78%
July 31, 2022 15.78%
June 30, 2022 15.78%
May 31, 2022 13.15%
April 30, 2022 11.80%
March 31, 2022 11.26%
February 28, 2022 11.26%
January 31, 2022 11.26%
December 31, 2021 11.26%
November 30, 2021 11.26%
October 31, 2021 11.26%
September 30, 2021 11.26%
August 31, 2021 11.26%
July 31, 2021 11.26%
June 30, 2021 11.26%
May 31, 2021 11.26%
April 30, 2021 11.26%
March 31, 2021 11.26%
February 28, 2021 11.26%
January 31, 2021 11.26%
December 31, 2020 11.26%
November 30, 2020 11.26%
October 31, 2020 11.26%
September 30, 2020 11.26%

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.

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Max Drawdown (5Y) Range, Past 5 Years

5.38%
Minimum
Nov 2019
20.60%
Maximum
Oct 2022
15.15%
Average
12.48%
Median