Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 38.44%
September 30, 2024 38.44%
August 31, 2024 38.44%
July 31, 2024 38.44%
June 30, 2024 38.44%
May 31, 2024 38.44%
April 30, 2024 38.44%
March 31, 2024 38.44%
February 29, 2024 38.44%
January 31, 2024 38.44%
December 31, 2023 38.44%
November 30, 2023 38.44%
October 31, 2023 38.44%
September 30, 2023 38.44%
August 31, 2023 38.44%
July 31, 2023 38.44%
June 30, 2023 38.44%
May 31, 2023 38.44%
April 30, 2023 38.44%
March 31, 2023 38.44%
February 28, 2023 38.44%
January 31, 2023 38.44%
December 31, 2022 38.44%
November 30, 2022 38.44%
October 31, 2022 38.44%
Date Value
September 30, 2022 35.66%
August 31, 2022 35.48%
July 31, 2022 35.48%
June 30, 2022 35.48%
May 31, 2022 35.48%
April 30, 2022 35.48%
March 31, 2022 35.48%
February 28, 2022 35.48%
January 31, 2022 35.48%
December 31, 2021 35.48%
November 30, 2021 35.48%
October 31, 2021 35.48%
September 30, 2021 35.48%
August 31, 2021 35.48%
July 31, 2021 35.48%
June 30, 2021 35.48%
May 31, 2021 35.48%
April 30, 2021 35.48%
March 31, 2021 35.48%
February 28, 2021 35.48%
January 31, 2021 35.48%
December 31, 2020 35.48%
November 30, 2020 35.48%
October 31, 2020 35.48%
September 30, 2020 35.48%

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

24.33%
Minimum
Nov 2019
38.44%
Maximum
Oct 2022
35.97%
Average
35.48%
Median
Mar 2020