Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 77.25%
September 30, 2024 77.25%
August 31, 2024 77.25%
July 31, 2024 77.25%
June 30, 2024 77.25%
May 31, 2024 77.25%
April 30, 2024 77.25%
March 31, 2024 77.25%
February 29, 2024 77.25%
January 31, 2024 77.25%
December 31, 2023 77.25%
November 30, 2023 77.25%
October 31, 2023 77.25%
September 30, 2023 77.25%
August 31, 2023 77.25%
July 31, 2023 77.25%
June 30, 2023 77.25%
May 31, 2023 77.25%
April 30, 2023 77.25%
March 31, 2023 77.25%
February 28, 2023 77.25%
January 31, 2023 77.25%
December 31, 2022 77.25%
November 30, 2022 76.70%
October 31, 2022 74.42%
Date Value
September 30, 2022 74.42%
August 31, 2022 74.42%
July 31, 2022 74.42%
June 30, 2022 74.42%
May 31, 2022 74.42%
April 30, 2022 69.63%
March 31, 2022 69.63%
February 28, 2022 68.17%
January 31, 2022 68.17%
December 31, 2021 68.17%
November 30, 2021 68.17%
October 31, 2021 68.17%
September 30, 2021 75.72%
August 31, 2021 89.14%
July 31, 2021 89.14%
June 30, 2021 89.14%
May 31, 2021 89.14%
April 30, 2021 89.14%
March 31, 2021 89.14%
February 28, 2021 89.14%
January 31, 2021 89.14%
December 31, 2020 89.14%
November 30, 2020 89.14%
October 31, 2020 89.14%
September 30, 2020 89.14%

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

68.17%
Minimum
Oct 2021
89.14%
Maximum
Nov 2019
80.28%
Average
77.25%
Median
Dec 2022