Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 19.29%
February 29, 2024 19.29%
January 31, 2024 19.29%
December 31, 2023 19.29%
November 30, 2023 19.29%
October 31, 2023 19.29%
September 30, 2023 19.29%
August 31, 2023 19.29%
July 31, 2023 19.29%
June 30, 2023 19.29%
May 31, 2023 19.29%
April 30, 2023 19.29%
March 31, 2023 19.29%
February 28, 2023 19.29%
January 31, 2023 19.29%
December 31, 2022 19.29%
November 30, 2022 19.29%
October 31, 2022 19.29%
September 30, 2022 18.14%
August 31, 2022 17.40%
July 31, 2022 17.40%
June 30, 2022 17.40%
May 31, 2022 14.41%
April 30, 2022 14.41%
March 31, 2022 12.53%
Date Value
February 28, 2022 12.05%
January 31, 2022 12.05%
December 31, 2021 12.05%
November 30, 2021 12.05%
October 31, 2021 12.05%
September 30, 2021 12.05%
August 31, 2021 12.05%
July 31, 2021 12.05%
June 30, 2021 12.05%
May 31, 2021 12.05%
April 30, 2021 12.05%
March 31, 2021 12.05%
February 28, 2021 12.05%
January 31, 2021 12.05%
December 31, 2020 12.05%
November 30, 2020 12.05%
October 31, 2020 12.05%
September 30, 2020 12.74%
August 31, 2020 13.82%
July 31, 2020 13.82%
June 30, 2020 13.93%
May 31, 2020 15.38%
April 30, 2020 15.38%
March 31, 2020 15.38%
February 29, 2020 15.38%

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

12.05%
Minimum
Oct 2020
19.29%
Maximum
Oct 2022
15.56%
Average
15.38%
Median
Apr 2019