Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 6.07%
September 30, 2024 6.07%
August 31, 2024 6.07%
July 31, 2024 6.07%
June 30, 2024 6.07%
May 31, 2024 6.07%
April 30, 2024 6.07%
March 31, 2024 6.07%
February 29, 2024 6.07%
January 31, 2024 6.07%
December 31, 2023 6.07%
November 30, 2023 6.07%
October 31, 2023 6.07%
September 30, 2023 6.07%
August 31, 2023 6.07%
July 31, 2023 6.07%
June 30, 2023 6.07%
May 31, 2023 6.07%
April 30, 2023 6.07%
March 31, 2023 6.07%
February 28, 2023 6.07%
January 31, 2023 6.07%
December 31, 2022 6.07%
November 30, 2022 6.07%
October 31, 2022 6.04%
Date Value
September 30, 2022 5.56%
August 31, 2022 5.22%
July 31, 2022 5.22%
June 30, 2022 5.13%
May 31, 2022 5.13%
April 30, 2022 5.13%
March 31, 2022 5.13%
February 28, 2022 5.13%
January 31, 2022 5.13%
December 31, 2021 5.13%
November 30, 2021 5.13%
October 31, 2021 5.13%
September 30, 2021 5.13%
August 31, 2021 5.13%
July 31, 2021 5.13%
June 30, 2021 5.13%
May 31, 2021 5.13%
April 30, 2021 5.13%
March 31, 2021 5.13%
February 28, 2021 5.13%
January 31, 2021 5.13%
December 31, 2020 5.13%
November 30, 2020 5.13%
October 31, 2020 5.13%
September 30, 2020 5.13%

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

1.59%
Minimum
Nov 2019
6.07%
Maximum
Nov 2022
5.30%
Average
5.13%
Median
Mar 2020