Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 31.95%
August 31, 2024 31.11%
July 31, 2024 31.11%
June 30, 2024 31.11%
May 31, 2024 29.59%
April 30, 2024 29.59%
March 31, 2024 29.59%
February 29, 2024 29.59%
January 31, 2024 29.59%
December 31, 2023 29.59%
November 30, 2023 29.59%
October 31, 2023 29.59%
September 30, 2023 29.59%
August 31, 2023 29.59%
July 31, 2023 29.59%
June 30, 2023 29.59%
May 31, 2023 29.59%
April 30, 2023 29.59%
March 31, 2023 29.59%
February 28, 2023 29.59%
January 31, 2023 29.59%
December 31, 2022 29.59%
November 30, 2022 29.59%
October 31, 2022 29.59%
September 30, 2022 29.59%
Date Value
August 31, 2022 29.59%
July 31, 2022 29.59%
June 30, 2022 29.59%
May 31, 2022 29.59%
April 30, 2022 29.59%
March 31, 2022 29.59%
February 28, 2022 29.59%
January 31, 2022 29.59%
December 31, 2021 29.59%
November 30, 2021 29.59%
October 31, 2021 29.59%
September 30, 2021 29.59%
August 31, 2021 29.59%
July 31, 2021 29.59%
June 30, 2021 29.59%
May 31, 2021 29.59%
April 30, 2021 29.59%
March 31, 2021 29.59%
February 28, 2021 29.59%
January 31, 2021 29.59%
December 31, 2020 30.26%
November 30, 2020 34.50%
October 31, 2020 34.50%
September 30, 2020 34.50%
August 31, 2020 34.50%

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

29.59%
Minimum
Jan 2021
43.98%
Maximum
Nov 2019
31.89%
Average
29.59%
Median
Jan 2021