Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 42.46%
September 30, 2024 49.18%
August 31, 2024 49.84%
July 31, 2024 51.93%
June 30, 2024 52.27%
May 31, 2024 54.98%
April 30, 2024 55.66%
March 31, 2024 55.66%
February 29, 2024 55.66%
January 31, 2024 55.66%
December 31, 2023 55.66%
November 30, 2023 57.81%
October 31, 2023 57.81%
September 30, 2023 57.81%
August 31, 2023 57.81%
July 31, 2023 57.81%
June 30, 2023 57.81%
May 31, 2023 57.81%
April 30, 2023 57.81%
March 31, 2023 57.81%
February 28, 2023 57.81%
January 31, 2023 57.81%
December 31, 2022 57.81%
November 30, 2022 57.81%
October 31, 2022 57.81%
Date Value
September 30, 2022 57.81%
August 31, 2022 57.81%
July 31, 2022 57.81%
June 30, 2022 57.81%
May 31, 2022 57.81%
April 30, 2022 62.08%
March 31, 2022 65.58%
February 28, 2022 65.58%
January 31, 2022 70.84%
December 31, 2021 73.42%
November 30, 2021 73.42%
October 31, 2021 77.36%
September 30, 2021 77.36%
August 31, 2021 77.36%
July 31, 2021 77.36%
June 30, 2021 77.36%
May 31, 2021 77.36%
April 30, 2021 77.36%
March 31, 2021 77.36%
February 28, 2021 77.36%
January 31, 2021 77.36%
December 31, 2020 77.36%
November 30, 2020 77.36%
October 31, 2020 77.36%
September 30, 2020 77.36%

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

42.46%
Minimum
Oct 2024
77.36%
Maximum
Nov 2019
65.75%
Average
59.94%
Median

Max Drawdown (5Y) Benchmarks