Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 15.04%
September 30, 2024 15.04%
August 31, 2024 15.04%
July 31, 2024 15.04%
June 30, 2024 15.04%
May 31, 2024 15.04%
April 30, 2024 15.04%
March 31, 2024 15.04%
February 29, 2024 15.04%
January 31, 2024 15.04%
December 31, 2023 15.04%
November 30, 2023 15.04%
October 31, 2023 15.04%
September 30, 2023 14.78%
August 31, 2023 14.78%
July 31, 2023 14.78%
June 30, 2023 14.78%
May 31, 2023 14.78%
April 30, 2023 14.78%
March 31, 2023 14.78%
February 28, 2023 14.78%
January 31, 2023 14.78%
December 31, 2022 14.78%
November 30, 2022 14.78%
October 31, 2022 14.78%
Date Value
September 30, 2022 14.05%
August 31, 2022 12.07%
July 31, 2022 12.07%
June 30, 2022 12.07%
May 31, 2022 12.07%
April 30, 2022 12.07%
March 31, 2022 12.07%
February 28, 2022 12.07%
January 31, 2022 12.07%
December 31, 2021 12.07%
November 30, 2021 12.07%
October 31, 2021 12.07%
September 30, 2021 12.07%
August 31, 2021 12.07%
July 31, 2021 12.07%
June 30, 2021 12.07%
May 31, 2021 12.07%
April 30, 2021 12.07%
March 31, 2021 12.07%
February 28, 2021 12.07%
January 31, 2021 12.07%
December 31, 2020 12.07%
November 30, 2020 12.07%
October 31, 2020 12.07%
September 30, 2020 12.07%

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.

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Max Drawdown (5Y) Range, Past 5 Years

3.30%
Minimum
Nov 2019
15.04%
Maximum
Oct 2023
12.70%
Average
12.07%
Median
Mar 2020