Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 52.58%
September 30, 2024 52.58%
August 31, 2024 52.58%
July 31, 2024 52.58%
June 30, 2024 52.58%
May 31, 2024 52.58%
April 30, 2024 52.58%
March 31, 2024 52.58%
February 29, 2024 52.58%
January 31, 2024 52.58%
December 31, 2023 52.58%
November 30, 2023 52.58%
October 31, 2023 52.58%
September 30, 2023 52.58%
August 31, 2023 52.58%
July 31, 2023 52.58%
June 30, 2023 52.58%
May 31, 2023 52.58%
April 30, 2023 52.58%
March 31, 2023 52.58%
February 28, 2023 52.58%
January 31, 2023 52.58%
December 31, 2022 52.58%
November 30, 2022 52.58%
October 31, 2022 52.58%
Date Value
September 30, 2022 52.21%
August 31, 2022 51.39%
July 31, 2022 51.39%
June 30, 2022 51.39%
May 31, 2022 46.72%
April 30, 2022 44.30%
March 31, 2022 44.30%
February 28, 2022 44.30%
January 31, 2022 44.30%
December 31, 2021 44.30%
November 30, 2021 44.30%
October 31, 2021 44.30%
September 30, 2021 44.30%
August 31, 2021 44.30%
July 31, 2021 44.30%
June 30, 2021 44.30%
May 31, 2021 44.30%
April 30, 2021 44.30%
March 31, 2021 44.30%
February 28, 2021 44.30%
January 31, 2021 44.30%
December 31, 2020 44.30%
November 30, 2020 44.30%
October 31, 2020 44.30%
September 30, 2020 44.30%

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

40.81%
Minimum
Nov 2019
52.58%
Maximum
Oct 2022
48.04%
Average
45.51%
Median

Max Drawdown (5Y) Benchmarks