Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2024 69.43%
October 31, 2024 69.43%
September 30, 2024 69.43%
August 31, 2024 69.43%
July 31, 2024 69.43%
June 30, 2024 69.43%
May 31, 2024 69.43%
April 30, 2024 69.43%
March 31, 2024 67.15%
February 29, 2024 67.15%
January 31, 2024 67.15%
December 31, 2023 67.15%
November 30, 2023 67.15%
October 31, 2023 67.15%
September 30, 2023 67.15%
August 31, 2023 67.15%
July 31, 2023 67.15%
June 30, 2023 67.15%
May 31, 2023 63.94%
April 30, 2023 62.77%
March 31, 2023 62.77%
February 28, 2023 62.77%
January 31, 2023 62.77%
December 31, 2022 62.77%
November 30, 2022 62.77%
Date Value
October 31, 2022 62.77%
September 30, 2022 61.17%
August 31, 2022 59.60%
July 31, 2022 59.60%
June 30, 2022 59.60%
May 31, 2022 59.60%
April 30, 2022 59.60%
March 31, 2022 59.60%
February 28, 2022 59.60%
January 31, 2022 59.60%
December 31, 2021 59.60%
November 30, 2021 59.60%
October 31, 2021 59.60%
September 30, 2021 59.60%
August 31, 2021 59.60%
July 31, 2021 59.60%
June 30, 2021 59.60%
May 31, 2021 59.60%
April 30, 2021 59.60%
March 31, 2021 59.60%
February 28, 2021 59.60%
January 31, 2021 59.60%
December 31, 2020 59.60%
November 30, 2020 59.60%
October 31, 2020 59.60%

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

45.39%
Minimum
Dec 2019
69.43%
Maximum
Apr 2024
61.93%
Average
59.60%
Median
Mar 2020