Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 42.27%
February 29, 2024 42.27%
January 31, 2024 42.27%
December 31, 2023 42.27%
November 30, 2023 42.27%
October 31, 2023 42.27%
September 30, 2023 42.27%
August 31, 2023 42.27%
July 31, 2023 42.27%
June 30, 2023 42.27%
May 31, 2023 42.27%
April 30, 2023 42.27%
March 31, 2023 42.27%
February 28, 2023 42.27%
January 31, 2023 42.27%
December 31, 2022 42.27%
November 30, 2022 42.27%
October 31, 2022 42.27%
September 30, 2022 41.19%
August 31, 2022 41.19%
July 31, 2022 41.19%
June 30, 2022 39.13%
May 31, 2022 36.80%
April 30, 2022 36.80%
March 31, 2022 36.80%
Date Value
February 28, 2022 36.80%
January 31, 2022 36.80%
December 31, 2021 36.80%
November 30, 2021 36.80%
October 31, 2021 36.80%
September 30, 2021 36.80%
August 31, 2021 36.80%
July 31, 2021 36.80%
June 30, 2021 36.80%
May 31, 2021 36.80%
April 30, 2021 36.80%
March 31, 2021 36.80%
February 28, 2021 36.80%
January 31, 2021 36.80%
December 31, 2020 36.80%
November 30, 2020 36.80%
October 31, 2020 36.80%
September 30, 2020 36.80%
August 31, 2020 36.80%
July 31, 2020 36.80%
June 30, 2020 36.80%
May 31, 2020 36.80%
April 30, 2020 36.80%
March 31, 2020 36.80%
February 29, 2020 23.70%

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

23.70%
Minimum
Apr 2019
42.27%
Maximum
Oct 2022
36.30%
Average
36.80%
Median
Mar 2020