Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 42.74%
September 30, 2024 42.74%
August 31, 2024 42.74%
July 31, 2024 42.74%
June 30, 2024 42.74%
May 31, 2024 42.74%
April 30, 2024 42.74%
March 31, 2024 42.74%
February 29, 2024 42.74%
January 31, 2024 42.74%
December 31, 2023 42.74%
November 30, 2023 42.74%
October 31, 2023 42.74%
September 30, 2023 38.02%
August 31, 2023 36.87%
July 31, 2023 36.87%
June 30, 2023 36.87%
May 31, 2023 36.87%
April 30, 2023 36.87%
March 31, 2023 36.87%
February 28, 2023 36.87%
January 31, 2023 36.87%
December 31, 2022 36.87%
November 30, 2022 36.87%
October 31, 2022 36.87%
Date Value
September 30, 2022 36.87%
August 31, 2022 36.87%
July 31, 2022 36.87%
June 30, 2022 36.87%
May 31, 2022 36.65%
April 30, 2022 34.09%
March 31, 2022 29.69%
February 28, 2022 29.69%
January 31, 2022 29.69%
December 31, 2021 29.69%
November 30, 2021 29.69%
October 31, 2021 29.69%
September 30, 2021 29.69%
August 31, 2021 29.69%
July 31, 2021 29.69%
June 30, 2021 29.69%
May 31, 2021 29.69%
April 30, 2021 29.69%
March 31, 2021 29.69%
February 28, 2021 29.69%
January 31, 2021 29.69%
December 31, 2020 29.69%
November 30, 2020 29.69%
October 31, 2020 29.69%
September 30, 2020 29.69%

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.

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Max Drawdown (5Y) Range, Past 5 Years

22.96%
Minimum
Nov 2019
42.74%
Maximum
Oct 2023
34.19%
Average
35.37%
Median

Max Drawdown (5Y) Benchmarks