Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 35.23%
September 30, 2024 35.23%
August 31, 2024 35.23%
July 31, 2024 35.23%
June 30, 2024 35.23%
May 31, 2024 35.23%
April 30, 2024 35.23%
March 31, 2024 35.23%
February 29, 2024 35.23%
January 31, 2024 35.23%
December 31, 2023 35.23%
November 30, 2023 35.23%
October 31, 2023 35.23%
September 30, 2023 35.23%
August 31, 2023 35.23%
July 31, 2023 35.23%
June 30, 2023 35.23%
May 31, 2023 35.23%
April 30, 2023 35.23%
March 31, 2023 35.23%
February 28, 2023 35.23%
January 31, 2023 35.23%
December 31, 2022 35.23%
November 30, 2022 34.61%
October 31, 2022 34.61%
Date Value
September 30, 2022 33.15%
August 31, 2022 32.92%
July 31, 2022 32.92%
June 30, 2022 32.92%
May 31, 2022 30.15%
April 30, 2022 30.15%
March 31, 2022 30.15%
February 28, 2022 30.15%
January 31, 2022 30.15%
December 31, 2021 30.15%
November 30, 2021 30.15%
October 31, 2021 30.15%
September 30, 2021 30.15%
August 31, 2021 30.15%
July 31, 2021 30.15%
June 30, 2021 30.15%
May 31, 2021 30.15%
April 30, 2021 30.15%
March 31, 2021 30.15%
February 28, 2021 30.15%
January 31, 2021 30.15%
December 31, 2020 30.15%
November 30, 2020 30.15%
October 31, 2020 30.15%
September 30, 2020 30.15%

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

23.27%
Minimum
Nov 2019
35.23%
Maximum
Dec 2022
31.98%
Average
30.15%
Median
Mar 2020