Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 67.32%
September 30, 2024 67.32%
August 31, 2024 67.32%
July 31, 2024 67.32%
June 30, 2024 67.32%
May 31, 2024 67.32%
April 30, 2024 67.32%
March 31, 2024 67.32%
February 29, 2024 67.32%
January 31, 2024 67.32%
December 31, 2023 67.32%
November 30, 2023 67.32%
October 31, 2023 67.32%
September 30, 2023 67.32%
August 31, 2023 67.32%
July 31, 2023 67.32%
June 30, 2023 67.32%
May 31, 2023 67.32%
April 30, 2023 67.32%
March 31, 2023 67.32%
February 28, 2023 67.32%
January 31, 2023 67.32%
December 31, 2022 67.32%
November 30, 2022 67.32%
October 31, 2022 67.32%
Date Value
September 30, 2022 67.32%
August 31, 2022 67.32%
July 31, 2022 67.32%
June 30, 2022 67.32%
May 31, 2022 67.32%
April 30, 2022 67.32%
March 31, 2022 67.32%
February 28, 2022 67.32%
January 31, 2022 67.32%
December 31, 2021 67.32%
November 30, 2021 67.32%
October 31, 2021 67.32%
September 30, 2021 67.32%
August 31, 2021 67.32%
July 31, 2021 67.32%
June 30, 2021 67.32%
May 31, 2021 67.32%
April 30, 2021 67.32%
March 31, 2021 67.32%
February 28, 2021 67.32%
January 31, 2021 69.65%
December 31, 2020 69.65%
November 30, 2020 69.65%
October 31, 2020 69.65%
September 30, 2020 69.65%

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

67.32%
Minimum
Feb 2021
75.76%
Maximum
Nov 2019
68.36%
Average
67.32%
Median
Feb 2021

Max Drawdown (5Y) Benchmarks