Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 36.48%
September 30, 2024 36.48%
August 31, 2024 36.48%
July 31, 2024 36.48%
June 30, 2024 36.48%
May 31, 2024 36.48%
April 30, 2024 36.48%
March 31, 2024 36.48%
February 29, 2024 36.48%
January 31, 2024 36.48%
December 31, 2023 36.48%
November 30, 2023 36.48%
October 31, 2023 36.48%
September 30, 2023 36.48%
August 31, 2023 36.48%
July 31, 2023 36.48%
June 30, 2023 36.48%
May 31, 2023 36.48%
April 30, 2023 36.48%
March 31, 2023 36.48%
February 28, 2023 36.48%
January 31, 2023 36.48%
December 31, 2022 36.48%
November 30, 2022 36.48%
October 31, 2022 36.21%
Date Value
September 30, 2022 36.21%
August 31, 2022 36.21%
July 31, 2022 36.21%
June 30, 2022 36.21%
May 31, 2022 36.21%
April 30, 2022 36.21%
March 31, 2022 36.21%
February 28, 2022 36.21%
January 31, 2022 36.21%
December 31, 2021 36.21%
November 30, 2021 36.21%
October 31, 2021 36.21%
September 30, 2021 36.21%
August 31, 2021 36.21%
July 31, 2021 36.21%
June 30, 2021 36.21%
May 31, 2021 36.21%
April 30, 2021 36.21%
March 31, 2021 36.21%
February 28, 2021 36.21%
January 31, 2021 36.21%
December 31, 2020 36.21%
November 30, 2020 36.21%
October 31, 2020 36.21%
September 30, 2020 36.21%

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

23.05%
Minimum
Nov 2019
36.48%
Maximum
Nov 2022
35.44%
Average
36.21%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks