Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 35.57%
March 31, 2024 35.57%
February 29, 2024 35.57%
January 31, 2024 35.57%
December 31, 2023 35.57%
November 30, 2023 35.57%
October 31, 2023 35.57%
September 30, 2023 32.66%
August 31, 2023 31.49%
July 31, 2023 31.49%
June 30, 2023 31.49%
May 31, 2023 31.49%
April 30, 2023 31.49%
March 31, 2023 31.49%
February 28, 2023 31.49%
January 31, 2023 31.49%
December 31, 2022 31.49%
November 30, 2022 31.49%
October 31, 2022 31.49%
September 30, 2022 29.52%
August 31, 2022 25.39%
July 31, 2022 25.39%
June 30, 2022 25.39%
May 31, 2022 25.39%
April 30, 2022 25.39%
Date Value
March 31, 2022 25.39%
February 28, 2022 25.39%
January 31, 2022 25.39%
December 31, 2021 25.39%
November 30, 2021 25.39%
October 31, 2021 25.39%
September 30, 2021 25.39%
August 31, 2021 25.39%
July 31, 2021 25.39%
June 30, 2021 25.39%
May 31, 2021 25.39%
April 30, 2021 25.39%
March 31, 2021 25.39%
February 28, 2021 25.39%
January 31, 2021 25.39%
December 31, 2020 25.39%
November 30, 2020 25.39%
October 31, 2020 25.39%
September 30, 2020 25.39%
August 31, 2020 25.39%
July 31, 2020 25.39%
June 30, 2020 25.39%
May 31, 2020 25.39%
April 30, 2020 25.39%
March 31, 2020 25.39%

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

18.57%
Minimum
May 2019
35.57%
Maximum
Oct 2023
26.75%
Average
25.39%
Median
Mar 2020