Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 41.33%
February 29, 2024 41.33%
January 31, 2024 41.33%
December 31, 2023 41.33%
November 30, 2023 41.33%
October 31, 2023 41.33%
September 30, 2023 39.11%
August 31, 2023 37.18%
July 31, 2023 37.18%
June 30, 2023 37.18%
May 31, 2023 37.18%
April 30, 2023 37.18%
March 31, 2023 37.18%
February 28, 2023 37.18%
January 31, 2023 37.18%
December 31, 2022 37.18%
November 30, 2022 37.18%
October 31, 2022 36.30%
September 30, 2022 34.75%
August 31, 2022 30.55%
July 31, 2022 30.55%
June 30, 2022 30.55%
May 31, 2022 29.71%
April 30, 2022 29.71%
March 31, 2022 29.71%
Date Value
February 28, 2022 29.71%
January 31, 2022 29.71%
December 31, 2021 29.71%
November 30, 2021 29.71%
October 31, 2021 29.71%
September 30, 2021 29.71%
August 31, 2021 29.71%
July 31, 2021 29.71%
June 30, 2021 29.71%
May 31, 2021 29.71%
April 30, 2021 29.71%
March 31, 2021 29.71%
February 28, 2021 29.71%
January 31, 2021 29.71%
December 31, 2020 29.71%
November 30, 2020 29.71%
October 31, 2020 29.71%
September 30, 2020 29.71%
August 31, 2020 29.71%
July 31, 2020 29.71%
June 30, 2020 29.71%
May 31, 2020 29.71%
April 30, 2020 29.71%
March 31, 2020 29.71%
February 29, 2020 18.80%

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

18.80%
Minimum
Apr 2019
41.33%
Maximum
Oct 2023
30.51%
Average
29.71%
Median
Mar 2020