Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 18.53%
August 31, 2024 18.53%
July 31, 2024 18.53%
June 30, 2024 18.53%
May 31, 2024 18.53%
April 30, 2024 18.53%
March 31, 2024 18.53%
February 29, 2024 18.53%
January 31, 2024 18.53%
December 31, 2023 18.53%
November 30, 2023 18.53%
October 31, 2023 18.53%
September 30, 2023 18.53%
August 31, 2023 18.53%
July 31, 2023 18.53%
June 30, 2023 18.53%
May 31, 2023 18.53%
April 30, 2023 18.53%
March 31, 2023 18.53%
February 28, 2023 18.53%
January 31, 2023 18.53%
December 31, 2022 18.53%
November 30, 2022 18.53%
October 31, 2022 18.53%
September 30, 2022 18.53%
Date Value
August 31, 2022 18.53%
July 31, 2022 18.53%
June 30, 2022 18.53%
May 31, 2022 18.53%
April 30, 2022 18.53%
March 31, 2022 18.53%
February 28, 2022 18.53%
January 31, 2022 18.53%
December 31, 2021 18.53%
November 30, 2021 18.53%
October 31, 2021 18.53%
September 30, 2021 18.53%
August 31, 2021 18.53%
July 31, 2021 18.53%
June 30, 2021 18.53%
May 31, 2021 18.53%
April 30, 2021 18.53%
March 31, 2021 18.53%
February 28, 2021 18.53%
January 31, 2021 18.53%
December 31, 2020 18.53%
November 30, 2020 18.53%
October 31, 2020 18.53%
September 30, 2020 18.53%
August 31, 2020 18.53%

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

8.65%
Minimum
Nov 2019
18.53%
Maximum
Mar 2020
17.86%
Average
18.53%
Median
Mar 2020