Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 36.02%
March 31, 2024 36.02%
February 29, 2024 36.02%
January 31, 2024 36.02%
December 31, 2023 36.02%
November 30, 2023 36.02%
October 31, 2023 36.02%
September 30, 2023 36.02%
August 31, 2023 36.02%
July 31, 2023 36.02%
June 30, 2023 36.02%
May 31, 2023 36.02%
April 30, 2023 36.02%
March 31, 2023 36.02%
February 28, 2023 36.02%
January 31, 2023 36.02%
December 31, 2022 36.02%
November 30, 2022 36.02%
October 31, 2022 35.36%
September 30, 2022 33.77%
August 31, 2022 33.47%
July 31, 2022 33.47%
June 30, 2022 33.47%
May 31, 2022 31.23%
April 30, 2022 31.23%
Date Value
March 31, 2022 31.23%
February 28, 2022 31.23%
January 31, 2022 31.23%
December 31, 2021 31.23%
November 30, 2021 31.23%
October 31, 2021 31.23%
September 30, 2021 31.23%
August 31, 2021 31.23%
July 31, 2021 31.23%
June 30, 2021 31.23%
May 31, 2021 31.23%
April 30, 2021 31.23%
March 31, 2021 31.23%
February 28, 2021 31.23%
January 31, 2021 31.23%
December 31, 2020 31.23%
November 30, 2020 31.23%
October 31, 2020 31.23%
September 30, 2020 31.23%
August 31, 2020 31.23%
July 31, 2020 31.23%
June 30, 2020 31.23%
May 31, 2020 31.23%
April 30, 2020 31.23%
March 31, 2020 31.23%

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

22.59%
Minimum
May 2019
36.02%
Maximum
Nov 2022
31.45%
Average
31.23%
Median
Mar 2020