Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 36.99%
February 29, 2024 36.99%
January 31, 2024 36.99%
December 31, 2023 36.99%
November 30, 2023 36.99%
October 31, 2023 36.99%
September 30, 2023 34.86%
August 31, 2023 34.86%
July 31, 2023 34.86%
June 30, 2023 34.86%
May 31, 2023 34.86%
April 30, 2023 34.86%
March 31, 2023 34.86%
February 28, 2023 34.86%
January 31, 2023 34.86%
December 31, 2022 34.86%
November 30, 2022 34.86%
October 31, 2022 34.86%
September 30, 2022 32.61%
August 31, 2022 30.56%
July 31, 2022 30.56%
June 30, 2022 30.56%
May 31, 2022 30.56%
April 30, 2022 30.56%
March 31, 2022 30.56%
Date Value
February 28, 2022 30.56%
January 31, 2022 30.56%
December 31, 2021 30.56%
November 30, 2021 30.56%
October 31, 2021 30.56%
September 30, 2021 30.56%
August 31, 2021 30.56%
July 31, 2021 30.56%
June 30, 2021 30.56%
May 31, 2021 30.56%
April 30, 2021 30.56%
March 31, 2021 30.56%
February 28, 2021 30.56%
January 31, 2021 30.56%
December 31, 2020 30.56%
November 30, 2020 30.56%
October 31, 2020 30.56%
September 30, 2020 30.56%
August 31, 2020 30.56%
July 31, 2020 30.56%
June 30, 2020 30.56%
May 31, 2020 30.56%
April 30, 2020 30.56%
March 31, 2020 30.56%
February 29, 2020 15.43%

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

15.43%
Minimum
Apr 2019
36.99%
Maximum
Oct 2023
29.32%
Average
30.56%
Median
Mar 2020