Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 39.82%
September 30, 2024 39.82%
August 31, 2024 39.82%
July 31, 2024 39.82%
June 30, 2024 39.82%
May 31, 2024 39.82%
April 30, 2024 39.82%
March 31, 2024 39.82%
February 29, 2024 39.82%
January 31, 2024 39.82%
December 31, 2023 39.82%
November 30, 2023 39.82%
October 31, 2023 39.82%
September 30, 2023 39.82%
August 31, 2023 39.82%
July 31, 2023 39.82%
June 30, 2023 39.82%
May 31, 2023 39.82%
April 30, 2023 39.82%
March 31, 2023 39.82%
February 28, 2023 39.82%
January 31, 2023 39.82%
December 31, 2022 39.82%
November 30, 2022 39.82%
October 31, 2022 39.82%
Date Value
September 30, 2022 39.82%
August 31, 2022 39.82%
July 31, 2022 39.82%
June 30, 2022 39.82%
May 31, 2022 39.47%
April 30, 2022 33.67%
March 31, 2022 32.06%
February 28, 2022 31.99%
January 31, 2022 31.99%
December 31, 2021 31.99%
November 30, 2021 31.99%
October 31, 2021 32.02%
September 30, 2021 33.19%
August 31, 2021 37.87%
July 31, 2021 37.87%
June 30, 2021 37.87%
May 31, 2021 37.87%
April 30, 2021 37.87%
March 31, 2021 39.24%
February 28, 2021 39.24%
January 31, 2021 39.24%
December 31, 2020 39.24%
November 30, 2020 39.24%
October 31, 2020 39.24%
September 30, 2020 39.24%

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

31.99%
Minimum
Nov 2021
39.82%
Maximum
Jun 2022
38.49%
Average
39.36%
Median