Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 45.26%
September 30, 2024 45.26%
August 31, 2024 45.26%
July 31, 2024 45.26%
June 30, 2024 45.26%
May 31, 2024 45.26%
April 30, 2024 45.26%
March 31, 2024 45.26%
February 29, 2024 45.26%
January 31, 2024 45.26%
December 31, 2023 45.26%
November 30, 2023 45.26%
October 31, 2023 45.26%
September 30, 2023 45.26%
August 31, 2023 45.26%
July 31, 2023 45.26%
June 30, 2023 45.26%
May 31, 2023 45.26%
April 30, 2023 45.26%
March 31, 2023 45.26%
February 28, 2023 45.26%
January 31, 2023 45.26%
December 31, 2022 45.26%
November 30, 2022 45.26%
October 31, 2022 45.26%
Date Value
September 30, 2022 45.26%
August 31, 2022 45.26%
July 31, 2022 45.26%
June 30, 2022 45.26%
May 31, 2022 45.26%
April 30, 2022 45.26%
March 31, 2022 45.26%
February 28, 2022 45.26%
January 31, 2022 45.26%
December 31, 2021 45.26%
November 30, 2021 45.26%
October 31, 2021 45.26%
September 30, 2021 45.26%
August 31, 2021 45.26%
July 31, 2021 45.26%
June 30, 2021 45.26%
May 31, 2021 45.26%
April 30, 2021 45.26%
March 31, 2021 45.26%
February 28, 2021 45.26%
January 31, 2021 45.26%
December 31, 2020 45.26%
November 30, 2020 45.26%
October 31, 2020 45.26%
September 30, 2020 45.26%

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

27.59%
Minimum
Nov 2019
45.26%
Maximum
Mar 2020
44.08%
Average
45.26%
Median
Mar 2020