Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 21.76%
February 29, 2024 21.76%
January 31, 2024 21.76%
December 31, 2023 21.76%
November 30, 2023 21.76%
October 31, 2023 21.76%
September 30, 2023 21.76%
August 31, 2023 21.76%
July 31, 2023 21.76%
June 30, 2023 21.76%
May 31, 2023 21.76%
April 30, 2023 21.76%
March 31, 2023 21.76%
February 28, 2023 21.76%
January 31, 2023 21.76%
December 31, 2022 21.76%
November 30, 2022 21.76%
October 31, 2022 21.76%
September 30, 2022 21.76%
August 31, 2022 18.63%
July 31, 2022 18.63%
June 30, 2022 18.63%
May 31, 2022 18.63%
April 30, 2022 18.63%
March 31, 2022 18.63%
Date Value
February 28, 2022 18.63%
January 31, 2022 18.63%
December 31, 2021 18.63%
November 30, 2021 18.63%
October 31, 2021 18.63%
September 30, 2021 18.63%
August 31, 2021 18.63%
July 31, 2021 18.63%
June 30, 2021 18.63%
May 31, 2021 18.63%
April 30, 2021 18.63%
March 31, 2021 18.63%
February 28, 2021 17.58%
January 31, 2021 17.58%
December 31, 2020 17.58%
November 30, 2020 17.58%
October 31, 2020 20.12%
September 30, 2020 21.77%
August 31, 2020 21.77%
July 31, 2020 21.77%
June 30, 2020 21.77%
May 31, 2020 21.77%
April 30, 2020 21.77%
March 31, 2020 21.77%
February 29, 2020 21.77%

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

17.58%
Minimum
Nov 2020
21.77%
Maximum
Apr 2019
20.52%
Average
21.76%
Median
Sep 2022