Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 40.94%
September 30, 2024 40.94%
August 31, 2024 40.94%
July 31, 2024 40.94%
June 30, 2024 40.94%
May 31, 2024 40.94%
April 30, 2024 40.94%
March 31, 2024 40.94%
February 29, 2024 40.94%
January 31, 2024 40.94%
December 31, 2023 40.94%
November 30, 2023 40.94%
October 31, 2023 40.94%
September 30, 2023 40.94%
August 31, 2023 40.94%
July 31, 2023 40.94%
June 30, 2023 40.94%
May 31, 2023 40.94%
April 30, 2023 40.94%
March 31, 2023 40.94%
February 28, 2023 40.94%
January 31, 2023 40.94%
December 31, 2022 40.94%
November 30, 2022 40.94%
October 31, 2022 40.94%
Date Value
September 30, 2022 40.67%
August 31, 2022 36.42%
July 31, 2022 36.42%
June 30, 2022 36.42%
May 31, 2022 36.42%
April 30, 2022 36.42%
March 31, 2022 36.42%
February 28, 2022 36.42%
January 31, 2022 36.42%
December 31, 2021 36.42%
November 30, 2021 36.42%
October 31, 2021 36.42%
September 30, 2021 36.42%
August 31, 2021 36.42%
July 31, 2021 36.42%
June 30, 2021 36.42%
May 31, 2021 36.42%
April 30, 2021 36.42%
March 31, 2021 36.42%
February 28, 2021 36.42%
January 31, 2021 36.42%
December 31, 2020 36.42%
November 30, 2020 36.42%
October 31, 2020 36.42%
September 30, 2020 36.42%

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

24.78%
Minimum
Nov 2019
40.94%
Maximum
Oct 2022
37.60%
Average
36.42%
Median
Mar 2020