Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 25.49%
August 31, 2024 25.49%
July 31, 2024 25.49%
June 30, 2024 25.49%
May 31, 2024 25.49%
April 30, 2024 25.49%
March 31, 2024 25.49%
February 29, 2024 25.49%
January 31, 2024 25.49%
December 31, 2023 25.49%
November 30, 2023 25.49%
October 31, 2023 25.49%
September 30, 2023 25.49%
August 31, 2023 25.49%
July 31, 2023 25.49%
June 30, 2023 25.49%
May 31, 2023 25.49%
April 30, 2023 25.49%
March 31, 2023 25.49%
February 28, 2023 25.49%
January 31, 2023 25.49%
December 31, 2022 25.49%
November 30, 2022 25.49%
October 31, 2022 25.49%
September 30, 2022 23.85%
Date Value
August 31, 2022 22.89%
July 31, 2022 22.89%
June 30, 2022 22.89%
May 31, 2022 22.89%
April 30, 2022 22.89%
March 31, 2022 22.89%
February 28, 2022 22.89%
January 31, 2022 22.89%
December 31, 2021 22.89%
November 30, 2021 22.89%
October 31, 2021 22.89%
September 30, 2021 22.89%
August 31, 2021 22.89%
July 31, 2021 22.89%
June 30, 2021 22.89%
May 31, 2021 22.89%
April 30, 2021 22.89%
March 31, 2021 22.89%
February 28, 2021 22.89%
January 31, 2021 22.89%
December 31, 2020 22.89%
November 30, 2020 22.89%
October 31, 2020 22.89%
September 30, 2020 22.89%
August 31, 2020 22.89%

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

7.55%
Minimum
Nov 2019
25.49%
Maximum
Oct 2022
22.92%
Average
22.89%
Median
Mar 2020