Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2024 60.02%
October 31, 2024 60.02%
September 30, 2024 60.02%
August 31, 2024 60.02%
July 31, 2024 60.02%
June 30, 2024 60.02%
May 31, 2024 60.02%
April 30, 2024 60.02%
March 31, 2024 60.02%
February 29, 2024 60.02%
January 31, 2024 60.02%
December 31, 2023 60.02%
November 30, 2023 60.02%
October 31, 2023 60.02%
September 30, 2023 60.02%
August 31, 2023 60.02%
July 31, 2023 60.02%
June 30, 2023 60.02%
May 31, 2023 60.02%
April 30, 2023 60.02%
March 31, 2023 60.02%
February 28, 2023 60.02%
January 31, 2023 60.02%
December 31, 2022 60.02%
November 30, 2022 60.02%
Date Value
October 31, 2022 60.02%
September 30, 2022 60.02%
August 31, 2022 47.59%
July 31, 2022 47.59%
June 30, 2022 47.59%
May 31, 2022 45.25%
April 30, 2022 42.48%
March 31, 2022 40.22%
February 28, 2022 37.61%
January 31, 2022 28.37%
December 31, 2021 25.64%
November 30, 2021 25.64%
October 31, 2021 25.64%
September 30, 2021 25.64%
August 31, 2021 25.64%
July 31, 2021 25.64%
June 30, 2021 25.64%
May 31, 2021 25.64%
April 30, 2021 25.64%
March 31, 2021 25.64%
February 28, 2021 25.64%
January 31, 2021 25.64%
December 31, 2020 25.64%
November 30, 2020 25.64%
October 31, 2020 25.64%

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

25.53%
Minimum
Dec 2019
60.02%
Maximum
Sep 2022
43.30%
Average
46.42%
Median

Max Drawdown (5Y) Benchmarks