Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 34.79%
August 31, 2024 34.79%
July 31, 2024 34.79%
June 30, 2024 34.79%
May 31, 2024 34.79%
April 30, 2024 34.79%
March 31, 2024 34.79%
February 29, 2024 34.79%
January 31, 2024 34.79%
December 31, 2023 34.79%
November 30, 2023 34.79%
October 31, 2023 34.79%
September 30, 2023 34.79%
August 31, 2023 34.79%
July 31, 2023 34.79%
June 30, 2023 34.79%
May 31, 2023 34.79%
April 30, 2023 34.79%
March 31, 2023 34.79%
February 28, 2023 34.79%
January 31, 2023 34.79%
December 31, 2022 34.79%
November 30, 2022 34.79%
October 31, 2022 34.79%
September 30, 2022 32.39%
Date Value
August 31, 2022 29.38%
July 31, 2022 29.38%
June 30, 2022 27.68%
May 31, 2022 27.49%
April 30, 2022 26.63%
March 31, 2022 26.63%
February 28, 2022 26.63%
January 31, 2022 26.63%
December 31, 2021 26.63%
November 30, 2021 26.63%
October 31, 2021 26.63%
September 30, 2021 26.63%
August 31, 2021 26.63%
July 31, 2021 26.63%
June 30, 2021 26.63%
May 31, 2021 26.63%
April 30, 2021 26.63%
March 31, 2021 26.63%
February 28, 2021 26.63%
January 31, 2021 26.63%
December 31, 2020 26.63%
November 30, 2020 26.63%
October 31, 2020 26.63%
September 30, 2020 26.63%
August 31, 2020 26.63%

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

23.71%
Minimum
Nov 2019
34.79%
Maximum
Oct 2022
29.98%
Average
26.63%
Median
Mar 2020