Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 79.94%
September 30, 2024 79.86%
August 31, 2024 79.86%
July 31, 2024 68.49%
June 30, 2024 67.12%
May 31, 2024 67.12%
April 30, 2024 67.12%
March 31, 2024 67.12%
February 29, 2024 67.12%
January 31, 2024 67.12%
December 31, 2023 67.12%
November 30, 2023 67.12%
October 31, 2023 65.24%
September 30, 2023 57.60%
August 31, 2023 50.92%
July 31, 2023 50.92%
June 30, 2023 50.92%
May 31, 2023 50.92%
April 30, 2023 50.92%
March 31, 2023 50.92%
February 28, 2023 50.92%
January 31, 2023 50.92%
December 31, 2022 50.92%
November 30, 2022 50.92%
October 31, 2022 50.92%
Date Value
September 30, 2022 50.92%
August 31, 2022 50.92%
July 31, 2022 50.92%
June 30, 2022 50.92%
May 31, 2022 50.92%
April 30, 2022 51.35%
March 31, 2022 52.23%
February 28, 2022 55.87%
January 31, 2022 55.87%
December 31, 2021 57.87%
November 30, 2021 57.87%
October 31, 2021 57.87%
September 30, 2021 57.87%
August 31, 2021 58.31%
July 31, 2021 58.31%
June 30, 2021 58.31%
May 31, 2021 58.31%
April 30, 2021 59.07%
March 31, 2021 62.03%
February 28, 2021 64.04%
January 31, 2021 64.04%
December 31, 2020 64.04%
November 30, 2020 69.80%
October 31, 2020 71.84%
September 30, 2020 71.84%

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.

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Max Drawdown (5Y) Range, Past 5 Years

50.92%
Minimum
May 2022
79.94%
Maximum
Oct 2024
61.82%
Average
60.55%
Median