Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 41.76%
February 29, 2024 41.76%
January 31, 2024 41.76%
December 31, 2023 41.76%
November 30, 2023 41.76%
October 31, 2023 41.76%
September 30, 2023 37.66%
August 31, 2023 35.77%
July 31, 2023 35.77%
June 30, 2023 35.77%
May 31, 2023 35.77%
April 30, 2023 35.77%
March 31, 2023 35.77%
February 28, 2023 35.77%
January 31, 2023 35.77%
December 31, 2022 35.77%
November 30, 2022 35.77%
October 31, 2022 35.77%
September 30, 2022 35.77%
August 31, 2022 35.77%
July 31, 2022 35.77%
June 30, 2022 35.77%
May 31, 2022 30.50%
April 30, 2022 27.66%
March 31, 2022 27.66%
Date Value
February 28, 2022 27.66%
January 31, 2022 27.31%
December 31, 2021 27.31%
November 30, 2021 27.31%
October 31, 2021 27.31%
September 30, 2021 27.31%
August 31, 2021 27.31%
July 31, 2021 27.31%
June 30, 2021 27.31%
May 31, 2021 27.31%
April 30, 2021 27.31%
March 31, 2021 27.31%
February 28, 2021 27.31%
January 31, 2021 27.31%
December 31, 2020 27.31%
November 30, 2020 27.31%
October 31, 2020 27.31%
September 30, 2020 27.31%
August 31, 2020 27.31%
July 31, 2020 27.31%
June 30, 2020 27.31%
May 31, 2020 27.31%
April 30, 2020 27.31%
March 31, 2020 27.31%
February 29, 2020 27.31%

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

27.31%
Minimum
Apr 2019
41.76%
Maximum
Oct 2023
31.11%
Average
27.31%
Median
Apr 2019

Max Drawdown (5Y) Benchmarks