Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 44.85%
March 31, 2024 44.85%
February 29, 2024 44.85%
January 31, 2024 44.85%
December 31, 2023 44.85%
November 30, 2023 44.85%
October 31, 2023 44.85%
September 30, 2023 44.85%
August 31, 2023 44.85%
July 31, 2023 44.85%
June 30, 2023 44.85%
May 31, 2023 44.85%
April 30, 2023 44.85%
March 31, 2023 44.85%
February 28, 2023 44.85%
January 31, 2023 44.85%
December 31, 2022 44.85%
November 30, 2022 44.85%
October 31, 2022 44.85%
September 30, 2022 42.06%
August 31, 2022 40.69%
July 31, 2022 40.69%
June 30, 2022 37.88%
May 31, 2022 36.59%
April 30, 2022 36.59%
Date Value
March 31, 2022 36.59%
February 28, 2022 36.59%
January 31, 2022 36.59%
December 31, 2021 36.59%
November 30, 2021 36.59%
October 31, 2021 36.59%
September 30, 2021 36.59%
August 31, 2021 36.59%
July 31, 2021 36.59%
June 30, 2021 36.59%
May 31, 2021 36.59%
April 30, 2021 36.59%
March 31, 2021 36.59%
February 28, 2021 36.59%
January 31, 2021 36.59%
December 31, 2020 36.59%
November 30, 2020 36.59%
October 31, 2020 36.59%
September 30, 2020 36.59%
August 31, 2020 36.59%
July 31, 2020 36.59%
June 30, 2020 36.59%
May 31, 2020 36.59%
April 30, 2020 36.59%
March 31, 2020 36.59%

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

27.97%
Minimum
May 2019
44.85%
Maximum
Oct 2022
38.02%
Average
36.59%
Median
Mar 2020