Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 59.80%
September 30, 2024 59.80%
August 31, 2024 59.80%
July 31, 2024 59.80%
June 30, 2024 59.80%
May 31, 2024 59.80%
April 30, 2024 59.80%
March 31, 2024 59.80%
February 29, 2024 59.80%
January 31, 2024 59.80%
December 31, 2023 59.80%
November 30, 2023 59.80%
October 31, 2023 59.80%
September 30, 2023 59.92%
August 31, 2023 59.92%
July 31, 2023 59.92%
June 30, 2023 59.92%
May 31, 2023 59.92%
April 30, 2023 59.92%
March 31, 2023 59.92%
February 28, 2023 59.92%
January 31, 2023 59.92%
December 31, 2022 59.92%
November 30, 2022 59.92%
October 31, 2022 59.92%
Date Value
September 30, 2022 59.92%
August 31, 2022 59.92%
July 31, 2022 59.92%
June 30, 2022 59.92%
May 31, 2022 59.92%
April 30, 2022 59.92%
March 31, 2022 59.92%
February 28, 2022 59.92%
January 31, 2022 59.92%
December 31, 2021 59.92%
November 30, 2021 59.92%
October 31, 2021 59.92%
September 30, 2021 59.92%
August 31, 2021 59.92%
July 31, 2021 59.92%
June 30, 2021 59.92%
May 31, 2021 59.92%
April 30, 2021 59.92%
March 31, 2021 59.92%
February 28, 2021 59.92%
January 31, 2021 59.92%
December 31, 2020 59.92%
November 30, 2020 59.92%
October 31, 2020 59.92%
September 30, 2020 59.92%

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

59.80%
Minimum
Oct 2023
59.92%
Maximum
Nov 2019
59.89%
Average
59.92%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks