Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 20.27%
September 30, 2024 20.27%
August 31, 2024 20.27%
July 31, 2024 20.27%
June 30, 2024 20.27%
May 31, 2024 20.27%
April 30, 2024 20.27%
March 31, 2024 20.27%
February 29, 2024 20.27%
January 31, 2024 20.27%
December 31, 2023 20.27%
November 30, 2023 20.27%
October 31, 2023 20.27%
September 30, 2023 20.27%
August 31, 2023 20.27%
July 31, 2023 20.27%
June 30, 2023 20.27%
May 31, 2023 20.27%
April 30, 2023 20.27%
March 31, 2023 20.27%
February 28, 2023 20.27%
January 31, 2023 20.27%
December 31, 2022 20.27%
November 30, 2022 20.27%
October 31, 2022 20.27%
Date Value
September 30, 2022 20.27%
August 31, 2022 20.27%
July 31, 2022 20.27%
June 30, 2022 20.27%
May 31, 2022 20.27%
April 30, 2022 20.27%
March 31, 2022 20.27%
February 28, 2022 20.27%
January 31, 2022 20.27%
December 31, 2021 20.27%
November 30, 2021 20.27%
October 31, 2021 20.27%
September 30, 2021 20.27%
August 31, 2021 21.25%
July 31, 2021 21.68%
June 30, 2021 22.09%
May 31, 2021 23.58%
April 30, 2021 24.26%
March 31, 2021 24.26%
February 28, 2021 27.31%
January 31, 2021 27.99%
December 31, 2020 27.99%
November 30, 2020 30.57%
October 31, 2020 30.57%
September 30, 2020 30.57%

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

20.27%
Minimum
Sep 2021
30.57%
Maximum
Nov 2019
23.14%
Average
20.27%
Median
Sep 2021