Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 14.24%
February 29, 2024 14.24%
January 31, 2024 14.24%
December 31, 2023 14.24%
November 30, 2023 14.24%
October 31, 2023 14.24%
September 30, 2023 14.24%
August 31, 2023 14.24%
July 31, 2023 14.24%
June 30, 2023 14.24%
May 31, 2023 14.24%
April 30, 2023 14.24%
March 31, 2023 14.24%
February 28, 2023 14.24%
January 31, 2023 14.24%
December 31, 2022 14.24%
November 30, 2022 14.24%
October 31, 2022 14.24%
September 30, 2022 14.24%
August 31, 2022 14.24%
July 31, 2022 14.24%
June 30, 2022 14.24%
May 31, 2022 14.24%
April 30, 2022 14.24%
March 31, 2022 14.24%
Date Value
February 28, 2022 14.24%
January 31, 2022 14.24%
December 31, 2021 14.24%
November 30, 2021 14.24%
October 31, 2021 14.24%
September 30, 2021 14.24%
August 31, 2021 14.24%
July 31, 2021 14.24%
June 30, 2021 14.24%
May 31, 2021 14.24%
April 30, 2021 14.24%
March 31, 2021 14.24%
February 28, 2021 14.24%
January 31, 2021 14.24%
December 31, 2020 13.96%
November 30, 2020 13.29%
October 31, 2020 13.29%
September 30, 2020 13.29%
August 31, 2020 13.29%
July 31, 2020 13.29%
June 30, 2020 13.29%
May 31, 2020 13.29%
April 30, 2020 13.29%
March 31, 2020 13.29%
February 29, 2020 13.29%

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

13.29%
Minimum
Jul 2019
17.50%
Maximum
Apr 2019
14.05%
Average
14.24%
Median
Jan 2021