Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 52.92%
August 31, 2024 52.92%
July 31, 2024 52.92%
June 30, 2024 52.92%
May 31, 2024 52.92%
April 30, 2024 52.92%
March 31, 2024 52.92%
February 29, 2024 52.92%
January 31, 2024 52.92%
December 31, 2023 52.92%
November 30, 2023 52.92%
October 31, 2023 52.92%
September 30, 2023 52.92%
August 31, 2023 52.92%
July 31, 2023 52.92%
June 30, 2023 56.60%
May 31, 2023 56.60%
April 30, 2023 56.60%
March 31, 2023 56.60%
February 28, 2023 56.60%
January 31, 2023 56.60%
December 31, 2022 56.60%
November 30, 2022 56.60%
October 31, 2022 56.60%
September 30, 2022 56.60%
Date Value
August 31, 2022 56.60%
July 31, 2022 56.60%
June 30, 2022 56.60%
May 31, 2022 56.60%
April 30, 2022 56.60%
March 31, 2022 56.60%
February 28, 2022 56.60%
January 31, 2022 56.60%
December 31, 2021 56.60%
November 30, 2021 56.60%
October 31, 2021 56.60%
September 30, 2021 59.41%
August 31, 2021 59.41%
July 31, 2021 59.41%
June 30, 2021 59.41%
May 31, 2021 59.41%
April 30, 2021 59.41%
March 31, 2021 59.41%
February 28, 2021 59.41%
January 31, 2021 65.29%
December 31, 2020 65.48%
November 30, 2020 72.81%
October 31, 2020 78.98%
September 30, 2020 80.96%
August 31, 2020 81.80%

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

52.92%
Minimum
Jul 2023
84.59%
Maximum
Nov 2019
62.07%
Average
56.60%
Median
Oct 2021

Max Drawdown (5Y) Benchmarks