Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2024 19.79%
April 30, 2024 19.79%
March 31, 2024 19.79%
February 29, 2024 19.79%
January 31, 2024 19.79%
December 31, 2023 19.79%
November 30, 2023 19.79%
October 31, 2023 19.79%
September 30, 2023 19.79%
August 31, 2023 19.79%
July 31, 2023 19.79%
June 30, 2023 19.79%
May 31, 2023 19.79%
April 30, 2023 19.79%
March 31, 2023 19.79%
February 28, 2023 19.79%
January 31, 2023 19.79%
December 31, 2022 19.79%
November 30, 2022 19.79%
October 31, 2022 19.79%
September 30, 2022 18.29%
August 31, 2022 15.95%
July 31, 2022 15.95%
June 30, 2022 15.95%
May 31, 2022 13.74%
Date Value
April 30, 2022 12.76%
March 31, 2022 11.39%
February 28, 2022 11.39%
January 31, 2022 11.39%
December 31, 2021 11.39%
November 30, 2021 11.39%
October 31, 2021 11.39%
September 30, 2021 11.39%
August 31, 2021 11.39%
July 31, 2021 11.39%
June 30, 2021 11.39%
May 31, 2021 11.39%
April 30, 2021 11.39%
March 31, 2021 11.39%
February 28, 2021 11.39%
January 31, 2021 11.39%
December 31, 2020 11.39%
November 30, 2020 11.39%
October 31, 2020 11.39%
September 30, 2020 11.39%
August 31, 2020 11.39%
July 31, 2020 11.39%
June 30, 2020 11.39%
May 31, 2020 11.39%
April 30, 2020 11.39%

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

4.16%
Minimum
Jun 2019
19.79%
Maximum
Oct 2022
13.51%
Average
11.39%
Median
Mar 2020