Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 64.73%
September 30, 2024 64.73%
August 31, 2024 64.73%
July 31, 2024 64.73%
June 30, 2024 64.73%
May 31, 2024 64.73%
April 30, 2024 64.73%
March 31, 2024 64.73%
February 29, 2024 64.73%
January 31, 2024 64.73%
December 31, 2023 63.24%
November 30, 2023 63.24%
October 31, 2023 63.24%
September 30, 2023 63.24%
August 31, 2023 63.24%
July 31, 2023 63.24%
June 30, 2023 63.24%
May 31, 2023 63.24%
April 30, 2023 63.24%
March 31, 2023 63.24%
February 28, 2023 63.24%
January 31, 2023 63.24%
December 31, 2022 63.24%
November 30, 2022 63.24%
October 31, 2022 63.24%
Date Value
September 30, 2022 58.97%
August 31, 2022 58.97%
July 31, 2022 58.97%
June 30, 2022 58.97%
May 31, 2022 58.97%
April 30, 2022 56.86%
March 31, 2022 56.86%
February 28, 2022 43.02%
January 31, 2022 43.02%
December 31, 2021 42.20%
November 30, 2021 40.73%
October 31, 2021 40.73%
September 30, 2021 40.73%
August 31, 2021 40.73%
July 31, 2021 40.73%
June 30, 2021 40.73%
May 31, 2021 40.73%
April 30, 2021 40.73%
March 31, 2021 40.73%
February 28, 2021 40.73%
January 31, 2021 40.73%
December 31, 2020 40.73%
November 30, 2020 40.73%
October 31, 2020 40.73%
September 30, 2020 40.73%

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

37.48%
Minimum
Nov 2019
64.73%
Maximum
Jan 2024
52.30%
Average
57.92%
Median