Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 34.42%
September 30, 2024 34.42%
August 31, 2024 34.42%
July 31, 2024 34.42%
June 30, 2024 34.42%
May 31, 2024 34.42%
April 30, 2024 34.42%
March 31, 2024 34.42%
February 29, 2024 34.42%
January 31, 2024 34.42%
December 31, 2023 34.42%
November 30, 2023 34.42%
October 31, 2023 34.42%
September 30, 2023 34.42%
August 31, 2023 34.42%
July 31, 2023 34.42%
June 30, 2023 34.42%
May 31, 2023 34.42%
April 30, 2023 34.42%
March 31, 2023 34.42%
February 28, 2023 34.42%
January 31, 2023 34.42%
December 31, 2022 34.42%
November 30, 2022 34.42%
October 31, 2022 34.42%
Date Value
September 30, 2022 31.21%
August 31, 2022 31.21%
July 31, 2022 31.21%
June 30, 2022 31.21%
May 31, 2022 30.17%
April 30, 2022 28.66%
March 31, 2022 28.66%
February 28, 2022 28.66%
January 31, 2022 28.66%
December 31, 2021 28.66%
November 30, 2021 28.66%
October 31, 2021 28.66%
September 30, 2021 28.66%
August 31, 2021 28.66%
July 31, 2021 28.66%
June 30, 2021 28.66%
May 31, 2021 28.66%
April 30, 2021 28.66%
March 31, 2021 28.66%
February 28, 2021 28.66%
January 31, 2021 28.66%
December 31, 2020 28.66%
November 30, 2020 28.66%
October 31, 2020 28.66%
September 30, 2020 28.66%

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

10.92%
Minimum
Nov 2019
34.42%
Maximum
Oct 2022
30.09%
Average
29.42%
Median