Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 28.44%
September 30, 2024 26.01%
August 31, 2024 25.67%
July 31, 2024 25.67%
June 30, 2024 25.67%
May 31, 2024 25.67%
April 30, 2024 25.67%
March 31, 2024 25.50%
February 29, 2024 25.50%
January 31, 2024 25.50%
December 31, 2023 25.50%
November 30, 2023 25.50%
October 31, 2023 25.50%
September 30, 2023 25.50%
August 31, 2023 25.50%
July 31, 2023 25.50%
June 30, 2023 25.50%
May 31, 2023 25.50%
April 30, 2023 25.50%
March 31, 2023 25.50%
February 28, 2023 25.50%
January 31, 2023 25.50%
December 31, 2022 25.50%
November 30, 2022 25.50%
October 31, 2022 25.50%
Date Value
September 30, 2022 24.10%
August 31, 2022 22.55%
July 31, 2022 22.55%
June 30, 2022 22.55%
May 31, 2022 19.90%
April 30, 2022 19.90%
March 31, 2022 19.90%
February 28, 2022 19.90%
January 31, 2022 19.90%
December 31, 2021 19.90%
November 30, 2021 19.90%
October 31, 2021 19.90%
September 30, 2021 19.90%
August 31, 2021 20.16%
July 31, 2021 20.16%
June 30, 2021 20.16%
May 31, 2021 20.16%
April 30, 2021 20.16%
March 31, 2021 20.16%
February 28, 2021 20.16%
January 31, 2021 20.16%
December 31, 2020 20.16%
November 30, 2020 20.16%
October 31, 2020 20.16%
September 30, 2020 20.16%

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

19.90%
Minimum
Sep 2021
28.44%
Maximum
Oct 2024
22.60%
Average
20.16%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks