Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 61.90%
September 30, 2024 61.90%
August 31, 2024 61.90%
July 31, 2024 61.90%
June 30, 2024 61.90%
May 31, 2024 61.90%
April 30, 2024 60.90%
March 31, 2024 51.26%
February 29, 2024 42.01%
January 31, 2024 42.01%
December 31, 2023 42.01%
November 30, 2023 42.01%
October 31, 2023 42.01%
September 30, 2023 42.01%
August 31, 2023 42.01%
July 31, 2023 42.01%
June 30, 2023 42.01%
May 31, 2023 42.01%
April 30, 2023 36.20%
March 31, 2023 36.20%
February 28, 2023 36.20%
January 31, 2023 36.20%
December 31, 2022 36.20%
November 30, 2022 36.20%
October 31, 2022 36.20%
Date Value
September 30, 2022 36.20%
August 31, 2022 36.20%
July 31, 2022 36.20%
June 30, 2022 36.20%
May 31, 2022 36.20%
April 30, 2022 36.20%
March 31, 2022 36.20%
February 28, 2022 36.20%
January 31, 2022 36.20%
December 31, 2021 36.20%
November 30, 2021 36.20%
October 31, 2021 36.20%
September 30, 2021 36.20%
August 31, 2021 36.20%
July 31, 2021 34.35%
June 30, 2021 34.35%
May 31, 2021 34.35%
April 30, 2021 34.35%
March 31, 2021 34.35%
February 28, 2021 34.35%
January 31, 2021 34.35%
December 31, 2020 34.09%
November 30, 2020 21.01%
October 31, 2020 21.01%
September 30, 2020 21.01%

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

17.05%
Minimum
Nov 2019
61.90%
Maximum
May 2024
36.60%
Average
36.20%
Median
Aug 2021

Max Drawdown (5Y) Benchmarks