Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 19.29%
September 30, 2024 19.29%
August 31, 2024 19.29%
July 31, 2024 19.29%
June 30, 2024 19.29%
May 31, 2024 19.29%
April 30, 2024 19.29%
March 31, 2024 19.29%
February 29, 2024 19.29%
January 31, 2024 19.29%
December 31, 2023 19.29%
November 30, 2023 19.29%
October 31, 2023 19.29%
September 30, 2023 19.29%
August 31, 2023 19.29%
July 31, 2023 19.29%
June 30, 2023 19.29%
May 31, 2023 19.29%
April 30, 2023 19.29%
March 31, 2023 19.29%
February 28, 2023 19.29%
January 31, 2023 19.29%
December 31, 2022 19.29%
November 30, 2022 19.29%
October 31, 2022 19.29%
Date Value
September 30, 2022 19.29%
August 31, 2022 19.29%
July 31, 2022 19.29%
June 30, 2022 19.29%
May 31, 2022 18.29%
April 30, 2022 18.29%
March 31, 2022 15.65%
February 28, 2022 14.30%
January 31, 2022 14.30%
December 31, 2021 14.30%
November 30, 2021 14.30%
October 31, 2021 14.30%
September 30, 2021 14.30%
August 31, 2021 14.30%
July 31, 2021 14.30%
June 30, 2021 14.30%
May 31, 2021 14.30%
April 30, 2021 14.30%
March 31, 2021 14.30%
February 28, 2021 14.30%
January 31, 2021 14.30%
December 31, 2020 14.30%
November 30, 2020 14.30%
October 31, 2020 14.30%
September 30, 2020 14.30%

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

10.71%
Minimum
Nov 2019
19.29%
Maximum
Jun 2022
16.63%
Average
18.29%
Median
Apr 2022