Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 87.44%
September 30, 2024 87.44%
August 31, 2024 87.44%
July 31, 2024 87.44%
June 30, 2024 87.44%
May 31, 2024 87.44%
April 30, 2024 87.44%
March 31, 2024 87.44%
February 29, 2024 87.44%
January 31, 2024 87.44%
December 31, 2023 87.44%
November 30, 2023 87.44%
October 31, 2023 87.05%
September 30, 2023 85.36%
August 31, 2023 85.36%
July 31, 2023 83.08%
June 30, 2023 83.08%
May 31, 2023 83.08%
April 30, 2023 82.63%
March 31, 2023 81.87%
February 28, 2023 81.87%
January 31, 2023 81.87%
December 31, 2022 81.87%
November 30, 2022 81.87%
October 31, 2022 81.87%
Date Value
September 30, 2022 81.87%
August 31, 2022 81.87%
July 31, 2022 81.87%
June 30, 2022 81.87%
May 31, 2022 81.87%
April 30, 2022 81.87%
March 31, 2022 81.87%
February 28, 2022 81.87%
January 31, 2022 81.87%
December 31, 2021 81.87%
November 30, 2021 81.87%
October 31, 2021 81.87%
September 30, 2021 81.87%
August 31, 2021 81.87%
July 31, 2021 81.87%
June 30, 2021 81.87%
May 31, 2021 81.87%
April 30, 2021 81.87%
March 31, 2021 81.87%
February 28, 2021 81.87%
January 31, 2021 81.87%
December 31, 2020 81.87%
November 30, 2020 81.87%
October 31, 2020 81.87%
September 30, 2020 81.87%

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

81.87%
Minimum
Sep 2020
87.44%
Maximum
Nov 2023
83.58%
Average
81.87%
Median
Sep 2020

Max Drawdown (5Y) Benchmarks