Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 91.34%
September 30, 2024 91.34%
August 31, 2024 91.34%
July 31, 2024 91.34%
June 30, 2024 91.34%
May 31, 2024 91.34%
April 30, 2024 91.34%
March 31, 2024 91.34%
February 29, 2024 91.34%
January 31, 2024 91.34%
December 31, 2023 91.34%
November 30, 2023 91.34%
October 31, 2023 91.34%
September 30, 2023 91.34%
August 31, 2023 91.34%
July 31, 2023 91.34%
June 30, 2023 91.34%
May 31, 2023 91.34%
April 30, 2023 91.34%
March 31, 2023 89.30%
February 28, 2023 86.76%
January 31, 2023 86.76%
December 31, 2022 86.76%
November 30, 2022 86.76%
October 31, 2022 86.76%
Date Value
September 30, 2022 86.76%
August 31, 2022 86.76%
July 31, 2022 86.76%
June 30, 2022 86.76%
May 31, 2022 85.95%
April 30, 2022 85.95%
March 31, 2022 85.95%
February 28, 2022 85.95%
January 31, 2022 85.95%
December 31, 2021 85.95%
November 30, 2021 85.95%
October 31, 2021 85.95%
September 30, 2021 85.95%
August 31, 2021 85.95%
July 31, 2021 85.95%
June 30, 2021 85.95%
May 31, 2021 85.95%
April 30, 2021 85.95%
March 31, 2021 85.95%
February 28, 2021 85.95%
January 31, 2021 85.95%
December 31, 2020 85.95%
November 30, 2020 85.95%
October 31, 2020 85.95%
September 30, 2020 85.95%

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

85.95%
Minimum
Nov 2019
91.34%
Maximum
Apr 2023
87.84%
Average
85.95%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks