Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 32.68%
September 30, 2024 32.68%
August 31, 2024 32.68%
July 31, 2024 32.68%
June 30, 2024 32.68%
May 31, 2024 32.68%
April 30, 2024 32.68%
March 31, 2024 32.68%
February 29, 2024 32.68%
January 31, 2024 32.68%
December 31, 2023 32.68%
November 30, 2023 32.68%
October 31, 2023 32.68%
September 30, 2023 32.68%
August 31, 2023 32.68%
July 31, 2023 32.68%
June 30, 2023 32.68%
May 31, 2023 32.68%
April 30, 2023 32.68%
March 31, 2023 32.68%
February 28, 2023 32.68%
January 31, 2023 32.68%
December 31, 2022 32.68%
November 30, 2022 32.68%
October 31, 2022 32.68%
Date Value
September 30, 2022 31.57%
August 31, 2022 31.36%
July 31, 2022 31.36%
June 30, 2022 31.36%
May 31, 2022 30.76%
April 30, 2022 30.76%
March 31, 2022 30.76%
February 28, 2022 30.76%
January 31, 2022 30.76%
December 31, 2021 30.76%
November 30, 2021 30.76%
October 31, 2021 30.76%
September 30, 2021 30.76%
August 31, 2021 30.76%
July 31, 2021 30.76%
June 30, 2021 30.76%
May 31, 2021 30.76%
April 30, 2021 30.76%
March 31, 2021 30.76%
February 28, 2021 30.76%
January 31, 2021 30.76%
December 31, 2020 30.76%
November 30, 2020 30.76%
October 31, 2020 30.76%
September 30, 2020 30.76%

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

22.15%
Minimum
Nov 2019
32.68%
Maximum
Oct 2022
31.03%
Average
30.76%
Median
Mar 2020