Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 51.28%
September 30, 2024 51.28%
August 31, 2024 51.28%
July 31, 2024 51.28%
June 30, 2024 51.28%
May 31, 2024 51.28%
April 30, 2024 51.28%
March 31, 2024 51.28%
February 29, 2024 51.28%
January 31, 2024 51.28%
December 31, 2023 51.28%
November 30, 2023 51.28%
October 31, 2023 51.28%
September 30, 2023 51.28%
August 31, 2023 51.28%
July 31, 2023 51.28%
June 30, 2023 51.28%
May 31, 2023 51.28%
April 30, 2023 51.28%
March 31, 2023 51.28%
February 28, 2023 51.28%
January 31, 2023 51.28%
December 31, 2022 51.28%
November 30, 2022 51.28%
October 31, 2022 51.28%
Date Value
September 30, 2022 46.09%
August 31, 2022 44.63%
July 31, 2022 44.63%
June 30, 2022 44.63%
May 31, 2022 41.94%
April 30, 2022 34.48%
March 31, 2022 30.96%
February 28, 2022 30.96%
January 31, 2022 30.96%
December 31, 2021 30.96%
November 30, 2021 30.96%
October 31, 2021 30.96%
September 30, 2021 30.96%
August 31, 2021 30.96%
July 31, 2021 30.96%
June 30, 2021 30.96%
May 31, 2021 30.96%
April 30, 2021 30.96%
March 31, 2021 30.96%
February 28, 2021 30.96%
January 31, 2021 30.96%
December 31, 2020 30.96%
November 30, 2020 30.96%
October 31, 2020 30.96%
September 30, 2020 30.96%

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

27.81%
Minimum
Nov 2019
51.28%
Maximum
Oct 2022
40.39%
Average
38.21%
Median

Max Drawdown (5Y) Benchmarks