Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 53.78%
September 30, 2024 53.78%
August 31, 2024 53.78%
July 31, 2024 53.78%
June 30, 2024 53.78%
May 31, 2024 53.78%
April 30, 2024 53.78%
March 31, 2024 53.80%
February 29, 2024 54.24%
January 31, 2024 54.24%
December 31, 2023 54.24%
November 30, 2023 54.24%
October 31, 2023 54.24%
September 30, 2023 54.24%
August 31, 2023 54.24%
July 31, 2023 54.24%
June 30, 2023 54.24%
May 31, 2023 54.24%
April 30, 2023 54.24%
March 31, 2023 54.24%
February 28, 2023 54.24%
January 31, 2023 54.24%
December 31, 2022 54.24%
November 30, 2022 54.96%
October 31, 2022 54.96%
Date Value
September 30, 2022 54.96%
August 31, 2022 54.96%
July 31, 2022 54.96%
June 30, 2022 54.96%
May 31, 2022 54.96%
April 30, 2022 54.96%
March 31, 2022 54.96%
February 28, 2022 54.96%
January 31, 2022 54.96%
December 31, 2021 55.32%
November 30, 2021 55.32%
October 31, 2021 55.32%
September 30, 2021 55.32%
August 31, 2021 55.94%
July 31, 2021 55.94%
June 30, 2021 55.94%
May 31, 2021 55.94%
April 30, 2021 55.94%
March 31, 2021 55.94%
February 28, 2021 55.94%
January 31, 2021 55.94%
December 31, 2020 56.97%
November 30, 2020 63.04%
October 31, 2020 63.04%
September 30, 2020 63.04%

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

53.78%
Minimum
Apr 2024
63.04%
Maximum
Nov 2019
56.56%
Average
54.96%
Median
Jan 2022