Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 51.33%
February 29, 2024 51.33%
January 31, 2024 51.33%
December 31, 2023 51.33%
November 30, 2023 51.33%
October 31, 2023 51.33%
September 30, 2023 51.33%
August 31, 2023 51.33%
July 31, 2023 51.33%
June 30, 2023 51.33%
May 31, 2023 51.33%
April 30, 2023 51.33%
March 31, 2023 51.33%
February 28, 2023 51.33%
January 31, 2023 51.33%
December 31, 2022 51.33%
November 30, 2022 51.33%
October 31, 2022 51.33%
September 30, 2022 49.90%
August 31, 2022 49.81%
July 31, 2022 49.81%
June 30, 2022 49.81%
May 31, 2022 48.23%
April 30, 2022 41.58%
March 31, 2022 37.81%
Date Value
February 28, 2022 34.41%
January 31, 2022 30.10%
December 31, 2021 29.59%
November 30, 2021 29.59%
October 31, 2021 29.59%
September 30, 2021 29.59%
August 31, 2021 29.59%
July 31, 2021 29.59%
June 30, 2021 29.59%
May 31, 2021 29.59%
April 30, 2021 29.59%
March 31, 2021 29.59%
February 28, 2021 29.59%
January 31, 2021 29.59%
December 31, 2020 29.59%
November 30, 2020 29.59%
October 31, 2020 29.59%
September 30, 2020 29.59%
August 31, 2020 29.59%
July 31, 2020 29.59%
June 30, 2020 29.59%
May 31, 2020 29.59%
April 30, 2020 29.59%
March 31, 2020 29.59%
February 29, 2020 21.14%

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

21.14%
Minimum
Apr 2019
51.33%
Maximum
Oct 2022
36.65%
Average
29.59%
Median
Mar 2020