Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 48.54%
February 29, 2024 48.54%
January 31, 2024 48.54%
December 31, 2023 48.54%
November 30, 2023 48.54%
October 31, 2023 48.54%
September 30, 2023 48.54%
August 31, 2023 48.54%
July 31, 2023 48.54%
June 30, 2023 48.54%
May 31, 2023 48.54%
April 30, 2023 48.54%
March 31, 2023 48.54%
February 28, 2023 48.54%
January 31, 2023 48.54%
December 31, 2022 48.54%
November 30, 2022 48.54%
October 31, 2022 48.54%
September 30, 2022 45.20%
August 31, 2022 40.43%
July 31, 2022 40.43%
June 30, 2022 38.28%
May 31, 2022 34.80%
April 30, 2022 34.80%
March 31, 2022 34.80%
Date Value
February 28, 2022 34.80%
January 31, 2022 34.80%
December 31, 2021 34.80%
November 30, 2021 34.80%
October 31, 2021 34.80%
September 30, 2021 34.80%
August 31, 2021 34.80%
July 31, 2021 34.80%
June 30, 2021 34.80%
May 31, 2021 34.80%
April 30, 2021 34.80%
March 31, 2021 34.80%
February 28, 2021 34.80%
January 31, 2021 34.80%
December 31, 2020 34.80%
November 30, 2020 34.80%
October 31, 2020 34.80%
September 30, 2020 34.80%
August 31, 2020 34.80%
July 31, 2020 34.80%
June 30, 2020 34.80%
May 31, 2020 34.80%
April 30, 2020 34.80%
March 31, 2020 34.80%
February 29, 2020 28.77%

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

28.77%
Minimum
Apr 2019
48.54%
Maximum
Oct 2022
38.23%
Average
34.80%
Median
Mar 2020