Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 40.57%
September 30, 2024 40.57%
August 31, 2024 40.57%
July 31, 2024 40.57%
June 30, 2024 40.57%
May 31, 2024 40.57%
April 30, 2024 40.57%
March 31, 2024 40.57%
February 29, 2024 40.57%
January 31, 2024 40.57%
December 31, 2023 40.57%
November 30, 2023 40.57%
October 31, 2023 40.57%
September 30, 2023 36.60%
August 31, 2023 35.89%
July 31, 2023 35.89%
June 30, 2023 35.89%
May 31, 2023 35.30%
April 30, 2023 33.84%
March 31, 2023 33.84%
February 28, 2023 33.84%
January 31, 2023 33.84%
December 31, 2022 33.84%
November 30, 2022 33.84%
October 31, 2022 33.84%
Date Value
September 30, 2022 33.84%
August 31, 2022 33.84%
July 31, 2022 33.84%
June 30, 2022 33.84%
May 31, 2022 33.84%
April 30, 2022 33.84%
March 31, 2022 33.84%
February 28, 2022 33.84%
January 31, 2022 33.84%
December 31, 2021 33.84%
November 30, 2021 33.84%
October 31, 2021 33.84%
September 30, 2021 33.84%
August 31, 2021 33.84%
July 31, 2021 33.84%
June 30, 2021 33.84%
May 31, 2021 33.84%
April 30, 2021 33.84%
March 31, 2021 33.84%
February 28, 2021 33.84%
January 31, 2021 33.84%
December 31, 2020 33.84%
November 30, 2020 33.84%
October 31, 2020 33.84%
September 30, 2020 33.84%

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

30.31%
Minimum
Nov 2019
40.57%
Maximum
Oct 2023
35.24%
Average
33.84%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks