Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2024 30.13%
December 31, 2023 30.13%
November 30, 2023 30.13%
October 31, 2023 30.13%
September 30, 2023 30.13%
August 31, 2023 30.13%
July 31, 2023 30.13%
June 30, 2023 30.13%
May 31, 2023 30.13%
April 30, 2023 30.13%
March 31, 2023 30.13%
February 28, 2023 30.13%
January 31, 2023 30.13%
December 31, 2022 30.13%
November 30, 2022 30.13%
October 31, 2022 30.13%
September 30, 2022 30.13%
August 31, 2022 30.13%
July 31, 2022 30.13%
June 30, 2022 30.13%
May 31, 2022 30.13%
April 30, 2022 30.13%
March 31, 2022 30.13%
February 28, 2022 30.13%
January 31, 2022 30.13%
Date Value
December 31, 2021 30.13%
November 30, 2021 30.13%
October 31, 2021 30.13%
September 30, 2021 30.13%
August 31, 2021 30.13%
July 31, 2021 30.13%
June 30, 2021 30.13%
May 31, 2021 30.13%
April 30, 2021 30.13%
March 31, 2021 30.13%
February 28, 2021 30.13%
January 31, 2021 30.13%
December 31, 2020 30.13%
November 30, 2020 30.13%
October 31, 2020 31.03%
September 30, 2020 31.03%
August 31, 2020 31.03%
July 31, 2020 31.03%
June 30, 2020 31.03%
May 31, 2020 31.03%
April 30, 2020 31.03%
March 31, 2020 31.03%
February 29, 2020 31.03%
January 31, 2020 31.03%
December 31, 2019 31.03%

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

30.13%
Minimum
Nov 2020
31.03%
Maximum
Feb 2019
30.45%
Average
30.13%
Median
Nov 2020