Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 40.68%
September 30, 2024 40.68%
August 31, 2024 40.68%
July 31, 2024 40.68%
June 30, 2024 40.68%
May 31, 2024 40.68%
April 30, 2024 40.68%
March 31, 2024 40.68%
February 29, 2024 40.68%
January 31, 2024 40.68%
December 31, 2023 40.68%
November 30, 2023 40.68%
October 31, 2023 40.68%
September 30, 2023 40.68%
August 31, 2023 40.68%
July 31, 2023 40.68%
June 30, 2023 40.68%
May 31, 2023 40.68%
April 30, 2023 40.68%
March 31, 2023 40.68%
February 28, 2023 40.68%
January 31, 2023 40.68%
December 31, 2022 40.68%
November 30, 2022 40.68%
October 31, 2022 40.10%
Date Value
September 30, 2022 38.46%
August 31, 2022 36.31%
July 31, 2022 36.31%
June 30, 2022 36.31%
May 31, 2022 32.56%
April 30, 2022 30.18%
March 31, 2022 30.18%
February 28, 2022 30.18%
January 31, 2022 30.18%
December 31, 2021 30.18%
November 30, 2021 30.18%
October 31, 2021 30.18%
September 30, 2021 30.18%
August 31, 2021 30.18%
July 31, 2021 30.18%
June 30, 2021 30.18%
May 31, 2021 30.18%
April 30, 2021 30.18%
March 31, 2021 30.18%
February 28, 2021 30.18%
January 31, 2021 30.18%
December 31, 2020 30.18%
November 30, 2020 30.18%
October 31, 2020 30.18%
September 30, 2020 30.18%

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

24.18%
Minimum
Nov 2019
40.68%
Maximum
Nov 2022
34.63%
Average
31.37%
Median