Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
February 29, 2024 32.46%
January 31, 2024 32.46%
December 31, 2023 32.46%
November 30, 2023 32.46%
October 31, 2023 32.46%
September 30, 2023 32.46%
August 31, 2023 32.46%
July 31, 2023 32.46%
June 30, 2023 32.46%
May 31, 2023 32.46%
April 30, 2023 32.46%
March 31, 2023 32.46%
February 28, 2023 32.46%
January 31, 2023 32.46%
December 31, 2022 32.46%
November 30, 2022 32.46%
October 31, 2022 32.46%
September 30, 2022 32.46%
August 31, 2022 27.69%
July 31, 2022 27.69%
June 30, 2022 26.73%
May 31, 2022 26.73%
April 30, 2022 26.73%
March 31, 2022 26.73%
February 28, 2022 26.73%
Date Value
January 31, 2022 26.73%
December 31, 2021 26.73%
November 30, 2021 26.73%
October 31, 2021 26.73%
September 30, 2021 26.73%
August 31, 2021 26.73%
July 31, 2021 26.73%
June 30, 2021 26.73%
May 31, 2021 26.73%
April 30, 2021 26.73%
March 31, 2021 26.73%
February 28, 2021 26.73%
January 31, 2021 26.73%
December 31, 2020 26.73%
November 30, 2020 26.73%
October 31, 2020 26.73%
September 30, 2020 26.73%
August 31, 2020 26.73%
July 31, 2020 26.73%
June 30, 2020 26.73%
May 31, 2020 26.73%
April 30, 2020 26.73%
March 31, 2020 26.73%
February 29, 2020 24.07%
January 31, 2020 24.07%

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

24.07%
Minimum
Mar 2019
32.46%
Maximum
Sep 2022
27.95%
Average
26.73%
Median
Mar 2020