Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 77.79%
September 30, 2024 77.79%
August 31, 2024 77.79%
July 31, 2024 77.79%
June 30, 2024 77.79%
May 31, 2024 77.79%
April 30, 2024 77.79%
March 31, 2024 77.79%
February 29, 2024 77.79%
January 31, 2024 77.79%
December 31, 2023 77.79%
November 30, 2023 77.79%
October 31, 2023 77.79%
September 30, 2023 77.79%
August 31, 2023 77.79%
July 31, 2023 77.79%
June 30, 2023 77.79%
May 31, 2023 77.79%
April 30, 2023 77.79%
March 31, 2023 77.79%
February 28, 2023 74.50%
January 31, 2023 74.50%
December 31, 2022 74.50%
November 30, 2022 73.07%
October 31, 2022 70.83%
Date Value
September 30, 2022 69.19%
August 31, 2022 66.54%
July 31, 2022 66.54%
June 30, 2022 66.54%
May 31, 2022 64.11%
April 30, 2022 60.28%
March 31, 2022 60.28%
February 28, 2022 60.28%
January 31, 2022 60.28%
December 31, 2021 56.61%
November 30, 2021 56.09%
October 31, 2021 56.09%
September 30, 2021 52.54%
August 31, 2021 44.09%
July 31, 2021 32.08%
June 30, 2021 32.08%
May 31, 2021 32.08%
April 30, 2021 32.08%
March 31, 2021 32.08%
February 28, 2021 32.08%
January 31, 2021 32.08%
December 31, 2020 32.08%
November 30, 2020 32.86%
October 31, 2020 32.86%
September 30, 2020 32.86%

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

32.08%
Minimum
Dec 2020
77.79%
Maximum
Mar 2023
58.33%
Average
62.20%
Median

Max Drawdown (5Y) Benchmarks