Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 35.04%
February 29, 2024 35.04%
January 31, 2024 35.04%
December 31, 2023 35.04%
November 30, 2023 35.04%
October 31, 2023 35.04%
September 30, 2023 35.04%
August 31, 2023 35.04%
July 31, 2023 35.04%
June 30, 2023 35.04%
May 31, 2023 35.04%
April 30, 2023 35.04%
March 31, 2023 35.04%
February 28, 2023 35.04%
January 31, 2023 35.04%
December 31, 2022 35.04%
November 30, 2022 35.04%
October 31, 2022 35.04%
September 30, 2022 33.36%
August 31, 2022 32.57%
July 31, 2022 32.57%
June 30, 2022 32.57%
May 31, 2022 28.72%
April 30, 2022 27.97%
March 31, 2022 27.97%
Date Value
February 28, 2022 27.97%
January 31, 2022 27.97%
December 31, 2021 27.97%
November 30, 2021 27.97%
October 31, 2021 27.97%
September 30, 2021 27.97%
August 31, 2021 27.97%
July 31, 2021 27.97%
June 30, 2021 27.97%
May 31, 2021 27.97%
April 30, 2021 27.97%
March 31, 2021 27.97%
February 28, 2021 27.97%
January 31, 2021 27.97%
December 31, 2020 27.97%
November 30, 2020 27.97%
October 31, 2020 27.97%
September 30, 2020 27.97%
August 31, 2020 27.97%
July 31, 2020 27.97%
June 30, 2020 27.97%
May 31, 2020 27.97%
April 30, 2020 27.97%
March 31, 2020 27.97%
February 29, 2020 22.72%

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

22.72%
Minimum
Apr 2019
35.04%
Maximum
Oct 2022
29.46%
Average
27.97%
Median
Mar 2020