Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 94.08%
September 30, 2024 94.08%
August 31, 2024 94.08%
July 31, 2024 94.08%
June 30, 2024 94.08%
May 31, 2024 93.18%
April 30, 2024 93.18%
March 31, 2024 93.18%
February 29, 2024 93.18%
January 31, 2024 93.18%
December 31, 2023 93.18%
November 30, 2023 92.75%
October 31, 2023 92.63%
September 30, 2023 90.43%
August 31, 2023 89.52%
July 31, 2023 88.32%
June 30, 2023 88.32%
May 31, 2023 88.32%
April 30, 2023 87.91%
March 31, 2023 87.29%
February 28, 2023 87.29%
January 31, 2023 87.29%
December 31, 2022 87.29%
November 30, 2022 87.29%
October 31, 2022 87.29%
Date Value
September 30, 2022 85.33%
August 31, 2022 85.33%
July 31, 2022 85.33%
June 30, 2022 85.33%
May 31, 2022 85.33%
April 30, 2022 85.33%
March 31, 2022 85.33%
February 28, 2022 85.33%
January 31, 2022 85.33%
December 31, 2021 81.33%
November 30, 2021 81.33%
October 31, 2021 81.33%
September 30, 2021 81.33%
August 31, 2021 81.33%
July 31, 2021 81.33%
June 30, 2021 81.33%
May 31, 2021 81.33%
April 30, 2021 81.33%
March 31, 2021 81.33%
February 28, 2021 83.99%
January 31, 2021 84.71%
December 31, 2020 85.43%
November 30, 2020 85.51%
October 31, 2020 85.51%
September 30, 2020 85.51%

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

81.33%
Minimum
Mar 2021
94.08%
Maximum
Jun 2024
87.15%
Average
86.82%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks