Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 36.41%
September 30, 2024 36.41%
August 31, 2024 36.41%
July 31, 2024 35.84%
June 30, 2024 35.84%
May 31, 2024 35.74%
April 30, 2024 35.74%
March 31, 2024 35.74%
February 29, 2024 35.74%
January 31, 2024 35.74%
December 31, 2023 35.74%
November 30, 2023 35.74%
October 31, 2023 35.74%
September 30, 2023 34.64%
August 31, 2023 30.34%
July 31, 2023 30.34%
June 30, 2023 30.34%
May 31, 2023 30.34%
April 30, 2023 30.34%
March 31, 2023 30.34%
February 28, 2023 30.34%
January 31, 2023 30.34%
December 31, 2022 30.34%
November 30, 2022 30.34%
October 31, 2022 30.34%
Date Value
September 30, 2022 30.34%
August 31, 2022 30.34%
July 31, 2022 30.34%
June 30, 2022 30.34%
May 31, 2022 30.34%
April 30, 2022 30.34%
March 31, 2022 30.34%
February 28, 2022 30.34%
January 31, 2022 30.34%
December 31, 2021 30.34%
November 30, 2021 30.34%
October 31, 2021 30.34%
September 30, 2021 30.34%
August 31, 2021 30.34%
July 31, 2021 30.34%
June 30, 2021 30.34%
May 31, 2021 30.34%
April 30, 2021 30.34%
March 31, 2021 30.34%
February 28, 2021 30.34%
January 31, 2021 28.27%
December 31, 2020 28.27%
November 30, 2020 28.27%
October 31, 2020 28.27%
September 30, 2020 28.27%

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

28.27%
Minimum
Nov 2019
36.41%
Maximum
Aug 2024
31.10%
Average
30.34%
Median
Feb 2021