Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 23.69%
September 30, 2024 23.69%
August 31, 2024 23.69%
July 31, 2024 23.69%
June 30, 2024 23.69%
May 31, 2024 23.69%
April 30, 2024 23.69%
March 31, 2024 23.69%
February 29, 2024 23.69%
January 31, 2024 23.69%
December 31, 2023 23.69%
November 30, 2023 23.69%
October 31, 2023 23.69%
September 30, 2023 23.69%
August 31, 2023 23.69%
July 31, 2023 23.69%
June 30, 2023 23.69%
May 31, 2023 23.69%
April 30, 2023 23.69%
March 31, 2023 23.69%
February 28, 2023 23.69%
January 31, 2023 23.69%
December 31, 2022 23.69%
November 30, 2022 23.69%
October 31, 2022 23.69%
Date Value
September 30, 2022 22.43%
August 31, 2022 20.52%
July 31, 2022 20.52%
June 30, 2022 20.52%
May 31, 2022 20.02%
April 30, 2022 20.02%
March 31, 2022 20.02%
February 28, 2022 20.02%
January 31, 2022 20.02%
December 31, 2021 20.02%
November 30, 2021 20.02%
October 31, 2021 20.02%
September 30, 2021 20.02%
August 31, 2021 20.02%
July 31, 2021 20.02%
June 30, 2021 20.02%
May 31, 2021 20.02%
April 30, 2021 20.02%
March 31, 2021 20.02%
February 28, 2021 20.02%
January 31, 2021 20.02%
December 31, 2020 20.02%
November 30, 2020 20.02%
October 31, 2020 20.02%
September 30, 2020 20.02%

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

8.61%
Minimum
Nov 2019
23.69%
Maximum
Oct 2022
20.86%
Average
20.02%
Median
Mar 2020