Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 27.06%
August 31, 2024 27.06%
July 31, 2024 27.06%
June 30, 2024 27.06%
May 31, 2024 27.06%
April 30, 2024 27.06%
March 31, 2024 27.06%
February 29, 2024 27.06%
January 31, 2024 27.06%
December 31, 2023 27.06%
November 30, 2023 27.06%
October 31, 2023 27.06%
September 30, 2023 27.72%
August 31, 2023 27.72%
July 31, 2023 27.72%
June 30, 2023 27.72%
May 31, 2023 27.72%
April 30, 2023 27.72%
March 31, 2023 27.72%
February 28, 2023 27.72%
January 31, 2023 27.72%
December 31, 2022 27.72%
November 30, 2022 27.72%
October 31, 2022 27.72%
September 30, 2022 27.72%
Date Value
August 31, 2022 27.72%
July 31, 2022 27.72%
June 30, 2022 27.72%
May 31, 2022 27.72%
April 30, 2022 27.72%
March 31, 2022 27.72%
February 28, 2022 27.72%
January 31, 2022 27.72%
December 31, 2021 27.72%
November 30, 2021 27.72%
October 31, 2021 27.72%
September 30, 2021 27.72%
August 31, 2021 27.72%
July 31, 2021 27.72%
June 30, 2021 27.72%
May 31, 2021 27.72%
April 30, 2021 27.72%
March 31, 2021 27.72%
February 28, 2021 27.72%
January 31, 2021 27.72%
December 31, 2020 27.72%
November 30, 2020 27.72%
October 31, 2020 27.72%
September 30, 2020 27.72%
August 31, 2020 27.72%

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

27.06%
Minimum
Oct 2023
27.72%
Maximum
Nov 2019
27.59%
Average
27.72%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks