Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 32.79%
February 29, 2024 32.79%
January 31, 2024 32.79%
December 31, 2023 32.79%
November 30, 2023 32.79%
October 31, 2023 32.79%
September 30, 2023 32.59%
August 31, 2023 32.59%
July 31, 2023 32.59%
June 30, 2023 32.59%
May 31, 2023 32.59%
April 30, 2023 32.59%
March 31, 2023 32.59%
February 28, 2023 32.59%
January 31, 2023 32.59%
December 31, 2022 32.59%
November 30, 2022 32.59%
October 31, 2022 32.59%
September 30, 2022 30.14%
August 31, 2022 28.22%
July 31, 2022 28.22%
June 30, 2022 28.22%
May 31, 2022 28.22%
April 30, 2022 28.22%
March 31, 2022 28.22%
Date Value
February 28, 2022 28.22%
January 31, 2022 28.22%
December 31, 2021 28.22%
November 30, 2021 28.22%
October 31, 2021 28.22%
September 30, 2021 28.22%
August 31, 2021 28.22%
July 31, 2021 28.22%
June 30, 2021 28.22%
May 31, 2021 28.22%
April 30, 2021 28.22%
March 31, 2021 28.22%
February 28, 2021 28.22%
January 31, 2021 28.22%
December 31, 2020 28.22%
November 30, 2020 28.22%
October 31, 2020 28.22%
September 30, 2020 28.22%
August 31, 2020 28.22%
July 31, 2020 28.22%
June 30, 2020 28.22%
May 31, 2020 28.22%
April 30, 2020 28.22%
March 31, 2020 28.22%
February 29, 2020 13.10%

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

13.10%
Minimum
Aug 2019
32.79%
Maximum
Oct 2023
26.88%
Average
28.22%
Median
Mar 2020