Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 26.94%
August 31, 2024 26.94%
July 31, 2024 26.94%
June 30, 2024 26.94%
May 31, 2024 26.94%
April 30, 2024 26.94%
March 31, 2024 26.94%
February 29, 2024 26.94%
January 31, 2024 26.94%
December 31, 2023 26.94%
November 30, 2023 26.94%
October 31, 2023 26.94%
September 30, 2023 26.94%
August 31, 2023 26.94%
July 31, 2023 26.94%
June 30, 2023 26.94%
May 31, 2023 26.94%
April 30, 2023 26.94%
March 31, 2023 26.94%
February 28, 2023 26.94%
January 31, 2023 26.94%
December 31, 2022 26.94%
November 30, 2022 26.94%
October 31, 2022 26.94%
September 30, 2022 26.94%
Date Value
August 31, 2022 26.94%
July 31, 2022 26.94%
June 30, 2022 26.94%
May 31, 2022 24.51%
April 30, 2022 24.51%
March 31, 2022 24.51%
February 28, 2022 24.51%
January 31, 2022 24.51%
December 31, 2021 24.51%
November 30, 2021 24.51%
October 31, 2021 24.51%
September 30, 2021 24.51%
August 31, 2021 24.51%
July 31, 2021 24.51%
June 30, 2021 24.51%
May 31, 2021 24.51%
April 30, 2021 24.51%
March 31, 2021 24.51%
February 28, 2021 24.51%
January 31, 2021 24.51%
December 31, 2020 24.51%
November 30, 2020 24.51%
October 31, 2020 24.51%
September 30, 2020 24.51%
August 31, 2020 24.51%

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

15.16%
Minimum
Nov 2019
26.94%
Maximum
Jun 2022
25.03%
Average
24.51%
Median
Mar 2020