Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 47.21%
August 31, 2024 43.89%
July 31, 2024 41.52%
June 30, 2024 41.52%
May 31, 2024 41.52%
April 30, 2024 41.52%
March 31, 2024 41.52%
February 29, 2024 41.52%
January 31, 2024 41.52%
December 31, 2023 41.52%
November 30, 2023 41.52%
October 31, 2023 42.13%
September 30, 2023 43.81%
August 31, 2023 43.81%
July 31, 2023 43.81%
June 30, 2023 43.81%
May 31, 2023 43.81%
April 30, 2023 43.81%
March 31, 2023 43.81%
February 28, 2023 43.81%
January 31, 2023 43.81%
December 31, 2022 43.81%
November 30, 2022 43.81%
October 31, 2022 43.81%
September 30, 2022 43.81%
Date Value
August 31, 2022 43.81%
July 31, 2022 43.81%
June 30, 2022 43.81%
May 31, 2022 43.81%
April 30, 2022 43.81%
March 31, 2022 43.81%
February 28, 2022 43.81%
January 31, 2022 43.81%
December 31, 2021 43.81%
November 30, 2021 43.81%
October 31, 2021 43.81%
September 30, 2021 43.81%
August 31, 2021 43.81%
July 31, 2021 43.81%
June 30, 2021 43.81%
May 31, 2021 43.81%
April 30, 2021 43.81%
March 31, 2021 43.81%
February 28, 2021 43.81%
January 31, 2021 43.81%
December 31, 2020 43.81%
November 30, 2020 48.75%
October 31, 2020 48.75%
September 30, 2020 48.75%
August 31, 2020 48.75%

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

41.52%
Minimum
Nov 2023
48.75%
Maximum
Nov 2019
44.58%
Average
43.81%
Median
Dec 2020