Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 27.62%
February 29, 2024 27.62%
January 31, 2024 27.62%
December 31, 2023 27.62%
November 30, 2023 27.62%
October 31, 2023 27.62%
September 30, 2023 27.62%
August 31, 2023 27.62%
July 31, 2023 27.62%
June 30, 2023 27.62%
May 31, 2023 27.62%
April 30, 2023 27.62%
March 31, 2023 27.62%
February 28, 2023 27.62%
January 31, 2023 27.62%
December 31, 2022 27.62%
November 30, 2022 27.62%
October 31, 2022 27.62%
September 30, 2022 27.60%
August 31, 2022 26.75%
July 31, 2022 26.75%
June 30, 2022 26.75%
May 31, 2022 25.34%
April 30, 2022 24.71%
March 31, 2022 22.38%
Date Value
February 28, 2022 21.84%
January 31, 2022 21.84%
December 31, 2021 21.84%
November 30, 2021 21.84%
October 31, 2021 21.84%
September 30, 2021 21.84%
August 31, 2021 21.84%
July 31, 2021 21.84%
June 30, 2021 21.84%
May 31, 2021 21.84%
April 30, 2021 21.84%
March 31, 2021 21.84%
February 28, 2021 21.84%
January 31, 2021 21.84%
December 31, 2020 21.84%
November 30, 2020 21.84%
October 31, 2020 21.84%
September 30, 2020 21.84%
August 31, 2020 21.84%
July 31, 2020 21.84%
June 30, 2020 21.84%
May 31, 2020 21.84%
April 30, 2020 21.84%
March 31, 2020 21.84%
February 29, 2020 14.23%

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

14.23%
Minimum
Apr 2019
27.62%
Maximum
Oct 2022
22.64%
Average
21.84%
Median
Mar 2020