Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 57.92%
September 30, 2024 57.92%
August 31, 2024 57.92%
July 31, 2024 57.92%
June 30, 2024 57.92%
May 31, 2024 57.92%
April 30, 2024 57.92%
March 31, 2024 57.92%
February 29, 2024 57.92%
January 31, 2024 57.92%
December 31, 2023 57.92%
November 30, 2023 57.92%
October 31, 2023 57.92%
September 30, 2023 57.92%
August 31, 2023 57.92%
July 31, 2023 57.92%
June 30, 2023 57.92%
May 31, 2023 57.92%
April 30, 2023 56.24%
March 31, 2023 56.24%
February 28, 2023 56.24%
January 31, 2023 56.24%
December 31, 2022 56.24%
November 30, 2022 55.89%
October 31, 2022 51.80%
Date Value
September 30, 2022 51.80%
August 31, 2022 51.80%
July 31, 2022 51.80%
June 30, 2022 51.80%
May 31, 2022 51.80%
April 30, 2022 51.80%
March 31, 2022 51.80%
February 28, 2022 51.80%
January 31, 2022 51.80%
December 31, 2021 51.80%
November 30, 2021 51.80%
October 31, 2021 51.80%
September 30, 2021 51.80%
August 31, 2021 51.80%
July 31, 2021 51.80%
June 30, 2021 51.80%
May 31, 2021 51.80%
April 30, 2021 51.80%
March 31, 2021 51.80%
February 28, 2021 51.80%
January 31, 2021 51.80%
December 31, 2020 51.80%
November 30, 2020 51.80%
October 31, 2020 51.80%
September 30, 2020 51.80%

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

41.13%
Minimum
Nov 2019
57.92%
Maximum
May 2023
53.39%
Average
51.80%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks