Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 36.94%
September 30, 2024 36.94%
August 31, 2024 36.94%
July 31, 2024 36.94%
June 30, 2024 36.94%
May 31, 2024 36.94%
April 30, 2024 36.94%
March 31, 2024 36.94%
February 29, 2024 36.94%
January 31, 2024 36.94%
December 31, 2023 36.94%
November 30, 2023 36.94%
October 31, 2023 36.94%
September 30, 2023 34.34%
August 31, 2023 34.15%
July 31, 2023 34.15%
June 30, 2023 34.15%
May 31, 2023 34.15%
April 30, 2023 34.15%
March 31, 2023 34.15%
February 28, 2023 34.15%
January 31, 2023 34.15%
December 31, 2022 34.15%
November 30, 2022 34.15%
October 31, 2022 34.15%
Date Value
September 30, 2022 29.89%
August 31, 2022 27.03%
July 31, 2022 27.03%
June 30, 2022 27.03%
May 31, 2022 27.03%
April 30, 2022 27.03%
March 31, 2022 27.03%
February 28, 2022 27.03%
January 31, 2022 27.03%
December 31, 2021 27.03%
November 30, 2021 27.03%
October 31, 2021 27.03%
September 30, 2021 27.03%
August 31, 2021 27.03%
July 31, 2021 27.03%
June 30, 2021 27.03%
May 31, 2021 27.03%
April 30, 2021 27.03%
March 31, 2021 27.03%
February 28, 2021 27.03%
January 31, 2021 27.03%
December 31, 2020 27.03%
November 30, 2020 27.03%
October 31, 2020 27.03%
September 30, 2020 27.03%

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

15.25%
Minimum
Nov 2019
36.94%
Maximum
Oct 2023
29.87%
Average
27.03%
Median
Mar 2020