Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 36.38%
August 31, 2024 36.38%
July 31, 2024 36.38%
June 30, 2024 36.38%
May 31, 2024 36.38%
April 30, 2024 36.38%
March 31, 2024 36.38%
February 29, 2024 36.38%
January 31, 2024 36.38%
December 31, 2023 36.38%
November 30, 2023 36.38%
October 31, 2023 36.38%
September 30, 2023 36.38%
August 31, 2023 36.38%
July 31, 2023 36.38%
June 30, 2023 36.38%
May 31, 2023 36.38%
April 30, 2023 36.38%
March 31, 2023 36.38%
February 28, 2023 36.38%
January 31, 2023 36.38%
December 31, 2022 36.38%
November 30, 2022 36.38%
October 31, 2022 36.38%
September 30, 2022 34.64%
Date Value
August 31, 2022 33.31%
July 31, 2022 33.31%
June 30, 2022 33.31%
May 31, 2022 29.41%
April 30, 2022 29.25%
March 31, 2022 29.25%
February 28, 2022 29.25%
January 31, 2022 29.25%
December 31, 2021 29.25%
November 30, 2021 29.25%
October 31, 2021 29.25%
September 30, 2021 29.25%
August 31, 2021 29.25%
July 31, 2021 29.25%
June 30, 2021 29.25%
May 31, 2021 29.25%
April 30, 2021 29.25%
March 31, 2021 29.25%
February 28, 2021 29.25%
January 31, 2021 29.25%
December 31, 2020 29.25%
November 30, 2020 29.25%
October 31, 2020 29.25%
September 30, 2020 29.25%
August 31, 2020 29.25%

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

23.41%
Minimum
Nov 2019
36.38%
Maximum
Oct 2022
32.05%
Average
29.25%
Median
Mar 2020