Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 38.76%
August 31, 2024 38.76%
July 31, 2024 38.76%
June 30, 2024 38.76%
May 31, 2024 38.76%
April 30, 2024 38.76%
March 31, 2024 38.76%
February 29, 2024 38.76%
January 31, 2024 38.76%
December 31, 2023 38.76%
November 30, 2023 38.76%
October 31, 2023 38.76%
September 30, 2023 35.48%
August 31, 2023 33.80%
July 31, 2023 33.80%
June 30, 2023 33.80%
May 31, 2023 33.80%
April 30, 2023 33.80%
March 31, 2023 33.80%
February 28, 2023 33.80%
January 31, 2023 33.80%
December 31, 2022 33.80%
November 30, 2022 33.80%
October 31, 2022 33.80%
September 30, 2022 25.11%
Date Value
August 31, 2022 25.11%
July 31, 2022 25.11%
June 30, 2022 25.11%
May 31, 2022 25.11%
April 30, 2022 25.11%
March 31, 2022 25.11%
February 28, 2022 25.11%
January 31, 2022 25.11%
December 31, 2021 25.11%
November 30, 2021 25.11%
October 31, 2021 25.11%
September 30, 2021 25.11%
August 31, 2021 25.11%
July 31, 2021 25.11%
June 30, 2021 25.11%
May 31, 2021 25.11%
April 30, 2021 25.11%
March 31, 2021 25.11%
February 28, 2021 25.11%
January 31, 2021 25.11%
December 31, 2020 25.11%
November 30, 2020 25.11%
October 31, 2020 25.11%
September 30, 2020 25.11%
August 31, 2020 25.11%

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

24.91%
Minimum
Nov 2019
38.76%
Maximum
Oct 2023
29.67%
Average
25.11%
Median
Mar 2020