Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 39.05%
September 30, 2024 39.05%
August 31, 2024 39.05%
July 31, 2024 39.05%
June 30, 2024 39.05%
May 31, 2024 39.05%
April 30, 2024 39.05%
March 31, 2024 39.05%
February 29, 2024 39.05%
January 31, 2024 39.05%
December 31, 2023 39.05%
November 30, 2023 39.05%
October 31, 2023 39.05%
September 30, 2023 39.05%
August 31, 2023 39.05%
July 31, 2023 39.05%
June 30, 2023 39.05%
May 31, 2023 39.05%
April 30, 2023 39.05%
March 31, 2023 39.05%
February 28, 2023 39.05%
January 31, 2023 39.05%
December 31, 2022 39.05%
November 30, 2022 39.05%
October 31, 2022 39.05%
Date Value
September 30, 2022 37.53%
August 31, 2022 35.34%
July 31, 2022 35.34%
June 30, 2022 35.34%
May 31, 2022 30.70%
April 30, 2022 30.70%
March 31, 2022 30.70%
February 28, 2022 30.70%
January 31, 2022 30.70%
December 31, 2021 30.70%
November 30, 2021 30.70%
October 31, 2021 30.70%
September 30, 2021 30.70%
August 31, 2021 30.70%
July 31, 2021 30.70%
June 30, 2021 30.70%
May 31, 2021 30.70%
April 30, 2021 30.70%
March 31, 2021 30.70%
February 28, 2021 30.70%
January 31, 2021 30.70%
December 31, 2020 30.70%
November 30, 2020 30.70%
October 31, 2020 30.70%
September 30, 2020 30.70%

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

18.23%
Minimum
Nov 2019
39.05%
Maximum
Oct 2022
33.69%
Average
30.70%
Median
Mar 2020