Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 74.22%
August 31, 2024 68.13%
July 31, 2024 68.13%
June 30, 2024 68.13%
May 31, 2024 68.13%
April 30, 2024 68.13%
March 31, 2024 68.13%
February 29, 2024 68.13%
January 31, 2024 68.13%
December 31, 2023 68.13%
November 30, 2023 68.13%
October 31, 2023 68.13%
September 30, 2023 68.13%
August 31, 2023 68.13%
July 31, 2023 62.66%
June 30, 2023 62.66%
May 31, 2023 61.59%
April 30, 2023 61.59%
March 31, 2023 61.59%
February 28, 2023 61.59%
January 31, 2023 68.85%
December 31, 2022 69.23%
November 30, 2022 70.00%
October 31, 2022 70.38%
September 30, 2022 74.61%
Date Value
August 31, 2022 74.61%
July 31, 2022 74.61%
June 30, 2022 77.69%
May 31, 2022 77.69%
April 30, 2022 79.62%
March 31, 2022 80.58%
February 28, 2022 88.46%
January 31, 2022 88.85%
December 31, 2021 90.00%
November 30, 2021 90.00%
October 31, 2021 90.00%
September 30, 2021 90.38%
August 31, 2021 90.38%
July 31, 2021 90.38%
June 30, 2021 90.38%
May 31, 2021 90.38%
April 30, 2021 90.38%
March 31, 2021 90.38%
February 28, 2021 90.38%
January 31, 2021 90.38%
December 31, 2020 90.38%
November 30, 2020 90.38%
October 31, 2020 91.54%
September 30, 2020 91.54%
August 31, 2020 91.54%

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

61.59%
Minimum
Feb 2023
91.54%
Maximum
Nov 2019
79.48%
Average
79.62%
Median
Apr 2022

Max Drawdown (5Y) Benchmarks