Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 45.32%
September 30, 2024 45.32%
August 31, 2024 45.32%
July 31, 2024 45.32%
June 30, 2024 45.32%
May 31, 2024 45.32%
April 30, 2024 45.32%
March 31, 2024 45.32%
February 29, 2024 45.32%
January 31, 2024 45.32%
December 31, 2023 45.32%
November 30, 2023 45.32%
October 31, 2023 45.32%
September 30, 2023 44.62%
August 31, 2023 39.30%
July 31, 2023 37.70%
June 30, 2023 37.70%
May 31, 2023 37.70%
April 30, 2023 37.70%
March 31, 2023 37.70%
February 28, 2023 37.70%
January 31, 2023 37.70%
December 31, 2022 37.70%
November 30, 2022 37.70%
October 31, 2022 37.70%
Date Value
September 30, 2022 30.29%
August 31, 2022 30.29%
July 31, 2022 30.29%
June 30, 2022 30.29%
May 31, 2022 30.29%
April 30, 2022 30.29%
March 31, 2022 30.29%
February 28, 2022 30.29%
January 31, 2022 30.29%
December 31, 2021 30.29%
November 30, 2021 30.29%
October 31, 2021 30.29%
September 30, 2021 30.29%
August 31, 2021 30.29%
July 31, 2021 30.29%
June 30, 2021 30.29%
May 31, 2021 30.29%
April 30, 2021 30.29%
March 31, 2021 30.29%
February 28, 2021 30.29%
January 31, 2021 30.29%
December 31, 2020 30.29%
November 30, 2020 30.29%
October 31, 2020 30.29%
September 30, 2020 30.29%

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

19.19%
Minimum
Nov 2019
45.32%
Maximum
Oct 2023
34.43%
Average
30.29%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks