Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 29, 2024 38.77%
January 31, 2024 38.77%
December 31, 2023 38.77%
November 30, 2023 38.77%
October 31, 2023 38.77%
September 30, 2023 36.81%
August 31, 2023 36.81%
July 31, 2023 36.81%
June 30, 2023 36.81%
May 31, 2023 36.81%
April 30, 2023 36.81%
March 31, 2023 36.81%
February 28, 2023 36.81%
January 31, 2023 36.81%
December 31, 2022 36.81%
November 30, 2022 36.81%
October 31, 2022 36.81%
September 30, 2022 36.81%
August 31, 2022 36.81%
July 31, 2022 36.81%
June 30, 2022 36.81%
May 31, 2022 36.60%
April 30, 2022 36.60%
March 31, 2022 36.60%
February 28, 2022 36.60%
Date Value
January 31, 2022 36.60%
December 31, 2021 36.60%
November 30, 2021 36.60%
October 31, 2021 36.60%
September 30, 2021 36.60%
August 31, 2021 39.96%
July 31, 2021 39.96%
June 30, 2021 39.96%
May 31, 2021 39.96%
April 30, 2021 39.96%
March 31, 2021 39.96%
February 28, 2021 39.96%
January 31, 2021 39.96%
December 31, 2020 40.96%
November 30, 2020 45.19%
October 31, 2020 45.19%
September 30, 2020 45.19%
August 31, 2020 45.19%
July 31, 2020 45.19%
June 30, 2020 45.19%
May 31, 2020 45.19%
April 30, 2020 45.19%
March 31, 2020 45.19%
February 29, 2020 45.19%
January 31, 2020 45.19%

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

36.60%
Minimum
Sep 2021
45.19%
Maximum
Mar 2019
40.36%
Average
39.36%
Median