Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2024 17.77%
July 31, 2024 17.77%
June 30, 2024 17.77%
May 31, 2024 17.77%
April 30, 2024 17.77%
March 31, 2024 17.77%
February 29, 2024 17.77%
January 31, 2024 17.77%
December 31, 2023 17.77%
November 30, 2023 17.77%
October 31, 2023 17.77%
September 30, 2023 17.77%
August 31, 2023 17.77%
July 31, 2023 17.77%
June 30, 2023 17.77%
May 31, 2023 17.77%
April 30, 2023 17.77%
March 31, 2023 17.77%
February 28, 2023 17.77%
January 31, 2023 17.77%
December 31, 2022 17.77%
November 30, 2022 17.77%
October 31, 2022 17.77%
September 30, 2022 16.06%
August 31, 2022 14.01%
Date Value
July 31, 2022 14.01%
June 30, 2022 14.01%
May 31, 2022 12.47%
April 30, 2022 12.47%
March 31, 2022 12.47%
February 28, 2022 12.47%
January 31, 2022 12.47%
December 31, 2021 12.47%
November 30, 2021 12.47%
October 31, 2021 12.47%
September 30, 2021 12.47%
August 31, 2021 12.47%
July 31, 2021 12.47%
June 30, 2021 12.47%
May 31, 2021 12.47%
April 30, 2021 12.47%
March 31, 2021 12.47%
February 28, 2021 12.47%
January 31, 2021 12.47%
December 31, 2020 12.47%
November 30, 2020 12.47%
October 31, 2020 12.47%
September 30, 2020 12.47%
August 31, 2020 12.47%
July 31, 2020 12.47%

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

2.51%
Minimum
Sep 2019
17.77%
Maximum
Oct 2022
13.64%
Average
12.47%
Median
Mar 2020