Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 31.84%
February 29, 2024 31.84%
January 31, 2024 31.84%
December 31, 2023 31.84%
November 30, 2023 31.84%
October 31, 2023 31.84%
September 30, 2023 30.89%
August 31, 2023 30.31%
July 31, 2023 30.31%
June 30, 2023 30.31%
May 31, 2023 30.31%
April 30, 2023 30.31%
March 31, 2023 30.31%
February 28, 2023 30.31%
January 31, 2023 30.31%
December 31, 2022 30.31%
November 30, 2022 30.31%
October 31, 2022 30.24%
September 30, 2022 27.66%
August 31, 2022 25.92%
July 31, 2022 25.92%
June 30, 2022 25.92%
May 31, 2022 25.92%
April 30, 2022 25.92%
March 31, 2022 25.92%
Date Value
February 28, 2022 25.92%
January 31, 2022 25.92%
December 31, 2021 25.92%
November 30, 2021 25.92%
October 31, 2021 25.92%
September 30, 2021 25.92%
August 31, 2021 25.92%
July 31, 2021 25.92%
June 30, 2021 25.92%
May 31, 2021 25.92%
April 30, 2021 25.92%
March 31, 2021 25.92%
February 28, 2021 25.92%
January 31, 2021 25.92%
December 31, 2020 25.92%
November 30, 2020 25.92%
October 31, 2020 25.92%
September 30, 2020 25.92%
August 31, 2020 25.92%
July 31, 2020 25.92%
June 30, 2020 25.92%
May 31, 2020 25.92%
April 30, 2020 25.92%
March 31, 2020 25.92%
February 29, 2020 17.48%

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

17.48%
Minimum
Apr 2019
31.84%
Maximum
Oct 2023
25.88%
Average
25.92%
Median
Mar 2020