Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 15.70%
August 31, 2024 15.70%
July 31, 2024 15.70%
June 30, 2024 15.70%
May 31, 2024 15.70%
April 30, 2024 15.70%
March 31, 2024 15.70%
February 29, 2024 15.70%
January 31, 2024 15.70%
December 31, 2023 15.70%
November 30, 2023 15.70%
October 31, 2023 15.70%
September 30, 2023 15.70%
August 31, 2023 15.70%
July 31, 2023 15.70%
June 30, 2023 15.70%
May 31, 2023 15.70%
April 30, 2023 15.70%
March 31, 2023 15.70%
February 28, 2023 15.70%
January 31, 2023 15.70%
December 31, 2022 15.70%
November 30, 2022 15.70%
October 31, 2022 15.70%
September 30, 2022 14.68%
Date Value
August 31, 2022 14.68%
July 31, 2022 14.68%
June 30, 2022 14.68%
May 31, 2022 12.77%
April 30, 2022 12.64%
March 31, 2022 12.64%
February 28, 2022 12.64%
January 31, 2022 12.64%
December 31, 2021 12.64%
November 30, 2021 12.64%
October 31, 2021 12.64%
September 30, 2021 12.64%
August 31, 2021 12.64%
July 31, 2021 12.64%
June 30, 2021 12.64%
May 31, 2021 12.64%
April 30, 2021 12.64%
March 31, 2021 12.64%
February 28, 2021 12.64%
January 31, 2021 12.64%
December 31, 2020 12.64%
November 30, 2020 12.64%
October 31, 2020 12.64%
September 30, 2020 12.64%
August 31, 2020 12.64%

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

2.17%
Minimum
Nov 2019
15.70%
Maximum
Oct 2022
13.32%
Average
12.64%
Median
Mar 2020