Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2024 33.51%
April 30, 2024 33.51%
March 31, 2024 33.51%
February 29, 2024 33.51%
January 31, 2024 33.51%
December 31, 2023 33.51%
November 30, 2023 33.51%
October 31, 2023 33.51%
September 30, 2023 32.67%
August 31, 2023 32.67%
July 31, 2023 32.67%
June 30, 2023 32.67%
May 31, 2023 32.67%
April 30, 2023 32.67%
March 31, 2023 32.67%
February 28, 2023 32.67%
January 31, 2023 32.67%
December 31, 2022 32.67%
November 30, 2022 32.67%
October 31, 2022 32.67%
September 30, 2022 30.12%
August 31, 2022 27.83%
July 31, 2022 27.83%
June 30, 2022 27.83%
May 31, 2022 27.83%
Date Value
April 30, 2022 27.83%
March 31, 2022 27.83%
February 28, 2022 27.83%
January 31, 2022 27.83%
December 31, 2021 27.83%
November 30, 2021 27.83%
October 31, 2021 27.83%
September 30, 2021 27.83%
August 31, 2021 27.83%
July 31, 2021 27.83%
June 30, 2021 27.83%
May 31, 2021 27.83%
April 30, 2021 27.83%
March 31, 2021 27.83%
February 28, 2021 27.83%
January 31, 2021 27.83%
December 31, 2020 27.83%
November 30, 2020 27.83%
October 31, 2020 27.83%
September 30, 2020 27.83%
August 31, 2020 27.83%
July 31, 2020 27.83%
June 30, 2020 27.83%
May 31, 2020 27.83%
April 30, 2020 27.83%

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

12.45%
Minimum
Jun 2019
33.51%
Maximum
Oct 2023
27.29%
Average
27.83%
Median
Mar 2020