Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 45.30%
September 30, 2024 45.30%
August 31, 2024 45.30%
July 31, 2024 45.30%
June 30, 2024 45.30%
May 31, 2024 45.30%
April 30, 2024 45.30%
March 31, 2024 45.30%
February 29, 2024 45.30%
January 31, 2024 45.30%
December 31, 2023 45.30%
November 30, 2023 45.30%
October 31, 2023 45.30%
September 30, 2023 45.30%
August 31, 2023 45.30%
July 31, 2023 45.30%
June 30, 2023 45.30%
May 31, 2023 45.30%
April 30, 2023 45.30%
March 31, 2023 45.30%
February 28, 2023 45.30%
January 31, 2023 45.30%
December 31, 2022 45.30%
November 30, 2022 45.30%
October 31, 2022 45.30%
Date Value
September 30, 2022 41.52%
August 31, 2022 38.09%
July 31, 2022 38.09%
June 30, 2022 35.64%
May 31, 2022 33.62%
April 30, 2022 33.62%
March 31, 2022 33.62%
February 28, 2022 33.62%
January 31, 2022 33.62%
December 31, 2021 33.62%
November 30, 2021 33.62%
October 31, 2021 33.62%
September 30, 2021 33.62%
August 31, 2021 33.62%
July 31, 2021 33.62%
June 30, 2021 33.62%
May 31, 2021 33.62%
April 30, 2021 33.62%
March 31, 2021 33.62%
February 28, 2021 33.62%
January 31, 2021 33.62%
December 31, 2020 33.62%
November 30, 2020 33.62%
October 31, 2020 33.62%
September 30, 2020 33.62%

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

27.01%
Minimum
Nov 2019
45.30%
Maximum
Oct 2022
38.36%
Average
33.62%
Median
Mar 2020