Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 58.88%
September 30, 2024 58.88%
August 31, 2024 58.88%
July 31, 2024 58.88%
June 30, 2024 58.88%
May 31, 2024 58.88%
April 30, 2024 58.88%
March 31, 2024 58.88%
February 29, 2024 58.88%
January 31, 2024 58.88%
December 31, 2023 58.88%
November 30, 2023 58.88%
October 31, 2023 58.88%
September 30, 2023 58.88%
August 31, 2023 58.88%
July 31, 2023 58.88%
June 30, 2023 58.88%
May 31, 2023 58.88%
April 30, 2023 58.88%
March 31, 2023 58.88%
February 28, 2023 58.88%
January 31, 2023 58.88%
December 31, 2022 58.88%
November 30, 2022 58.88%
October 31, 2022 58.88%
Date Value
September 30, 2022 58.88%
August 31, 2022 58.88%
July 31, 2022 58.88%
June 30, 2022 58.88%
May 31, 2022 58.88%
April 30, 2022 61.71%
March 31, 2022 61.71%
February 28, 2022 61.71%
January 31, 2022 61.71%
December 31, 2021 61.71%
November 30, 2021 61.71%
October 31, 2021 61.71%
September 30, 2021 61.71%
August 31, 2021 61.71%
July 31, 2021 65.03%
June 30, 2021 67.88%
May 31, 2021 71.99%
April 30, 2021 71.99%
March 31, 2021 71.99%
February 28, 2021 74.77%
January 31, 2021 75.76%
December 31, 2020 75.76%
November 30, 2020 75.76%
October 31, 2020 75.76%
September 30, 2020 75.76%

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

58.88%
Minimum
May 2022
76.55%
Maximum
Nov 2019
64.72%
Average
60.29%
Median

Max Drawdown (5Y) Benchmarks