Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 54.87%
September 30, 2024 54.87%
August 31, 2024 54.87%
July 31, 2024 54.87%
June 30, 2024 54.87%
May 31, 2024 54.87%
April 30, 2024 54.87%
March 31, 2024 47.87%
February 29, 2024 47.61%
January 31, 2024 47.61%
December 31, 2023 47.61%
November 30, 2023 47.61%
October 31, 2023 47.61%
September 30, 2023 47.61%
August 31, 2023 47.61%
July 31, 2023 47.61%
June 30, 2023 47.61%
May 31, 2023 47.61%
April 30, 2023 47.61%
March 31, 2023 47.61%
February 28, 2023 47.61%
January 31, 2023 47.61%
December 31, 2022 47.61%
November 30, 2022 47.61%
October 31, 2022 47.61%
Date Value
September 30, 2022 47.61%
August 31, 2022 47.61%
July 31, 2022 47.61%
June 30, 2022 47.61%
May 31, 2022 47.61%
April 30, 2022 47.61%
March 31, 2022 43.31%
February 28, 2022 43.31%
January 31, 2022 40.84%
December 31, 2021 36.62%
November 30, 2021 36.62%
October 31, 2021 36.62%
September 30, 2021 36.62%
August 31, 2021 36.62%
July 31, 2021 36.62%
June 30, 2021 37.12%
May 31, 2021 38.97%
April 30, 2021 38.97%
March 31, 2021 38.97%
February 28, 2021 38.97%
January 31, 2021 38.97%
December 31, 2020 42.58%
November 30, 2020 42.58%
October 31, 2020 42.58%
September 30, 2020 42.58%

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

36.62%
Minimum
Jul 2021
54.87%
Maximum
Apr 2024
45.04%
Average
47.61%
Median
Apr 2022