Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 31.34%
September 30, 2024 31.34%
August 31, 2024 31.34%
July 31, 2024 31.34%
June 30, 2024 31.34%
May 31, 2024 31.34%
April 30, 2024 31.34%
March 31, 2024 31.34%
February 29, 2024 31.34%
January 31, 2024 31.34%
December 31, 2023 31.34%
November 30, 2023 31.34%
October 31, 2023 31.34%
September 30, 2023 31.34%
August 31, 2023 31.34%
July 31, 2023 31.34%
June 30, 2023 31.34%
May 31, 2023 31.34%
April 30, 2023 31.34%
March 31, 2023 31.34%
February 28, 2023 31.34%
January 31, 2023 31.34%
December 31, 2022 31.34%
November 30, 2022 31.34%
October 31, 2022 31.34%
Date Value
September 30, 2022 30.84%
August 31, 2022 28.32%
July 31, 2022 28.32%
June 30, 2022 28.32%
May 31, 2022 28.32%
April 30, 2022 28.32%
March 31, 2022 28.32%
February 28, 2022 28.32%
January 31, 2022 28.32%
December 31, 2021 28.32%
November 30, 2021 28.32%
October 31, 2021 28.32%
September 30, 2021 28.32%
August 31, 2021 28.32%
July 31, 2021 28.32%
June 30, 2021 28.32%
May 31, 2021 28.32%
April 30, 2021 28.32%
March 31, 2021 28.32%
February 28, 2021 28.32%
January 31, 2021 28.32%
December 31, 2020 28.32%
November 30, 2020 28.32%
October 31, 2020 28.32%
September 30, 2020 28.32%

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

16.43%
Minimum
Nov 2019
31.34%
Maximum
Oct 2022
28.83%
Average
28.32%
Median
Mar 2020