Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2024 14.78%
May 31, 2024 14.78%
April 30, 2024 14.78%
March 31, 2024 14.78%
February 29, 2024 14.78%
January 31, 2024 14.78%
December 31, 2023 14.78%
November 30, 2023 14.78%
October 31, 2023 14.78%
September 30, 2023 14.78%
August 31, 2023 14.78%
July 31, 2023 14.78%
June 30, 2023 14.78%
May 31, 2023 14.78%
April 30, 2023 14.78%
March 31, 2023 14.78%
February 28, 2023 14.78%
January 31, 2023 14.78%
December 31, 2022 14.78%
November 30, 2022 14.78%
October 31, 2022 14.78%
September 30, 2022 13.64%
August 31, 2022 12.54%
July 31, 2022 12.54%
June 30, 2022 12.40%
Date Value
May 31, 2022 11.62%
April 30, 2022 11.62%
March 31, 2022 11.62%
February 28, 2022 11.62%
January 31, 2022 11.62%
December 31, 2021 11.62%
November 30, 2021 11.62%
October 31, 2021 11.62%
September 30, 2021 11.62%
August 31, 2021 11.62%
July 31, 2021 11.62%
June 30, 2021 11.62%
May 31, 2021 11.62%
April 30, 2021 11.62%
March 31, 2021 11.62%
February 28, 2021 11.62%
January 31, 2021 11.62%
December 31, 2020 11.62%
November 30, 2020 11.62%
October 31, 2020 11.62%
September 30, 2020 11.62%
August 31, 2020 11.62%
July 31, 2020 11.62%
June 30, 2020 11.62%
May 31, 2020 11.62%

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

2.74%
Minimum
Jul 2019
14.78%
Maximum
Oct 2022
11.62%
Average
11.62%
Median
Mar 2020