Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 43.85%
September 30, 2024 43.85%
August 31, 2024 43.85%
July 31, 2024 43.85%
June 30, 2024 43.85%
May 31, 2024 43.85%
April 30, 2024 43.85%
March 31, 2024 43.85%
February 29, 2024 43.85%
January 31, 2024 43.85%
December 31, 2023 43.85%
November 30, 2023 43.85%
October 31, 2023 43.85%
September 30, 2023 43.85%
August 31, 2023 43.85%
July 31, 2023 43.85%
June 30, 2023 43.85%
May 31, 2023 43.85%
April 30, 2023 43.85%
March 31, 2023 43.85%
February 28, 2023 43.85%
January 31, 2023 43.85%
December 31, 2022 43.85%
November 30, 2022 43.85%
October 31, 2022 43.85%
Date Value
September 30, 2022 43.85%
August 31, 2022 43.85%
July 31, 2022 43.85%
June 30, 2022 43.85%
May 31, 2022 43.85%
April 30, 2022 43.85%
March 31, 2022 45.33%
February 28, 2022 45.33%
January 31, 2022 45.33%
December 31, 2021 45.33%
November 30, 2021 45.33%
October 31, 2021 45.33%
September 30, 2021 45.33%
August 31, 2021 46.15%
July 31, 2021 46.31%
June 30, 2021 53.46%
May 31, 2021 54.29%
April 30, 2021 56.53%
March 31, 2021 59.01%
February 28, 2021 63.11%
January 31, 2021 67.09%
December 31, 2020 67.09%
November 30, 2020 73.98%
October 31, 2020 75.19%
September 30, 2020 75.19%

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

43.85%
Minimum
Apr 2022
75.19%
Maximum
Nov 2019
52.77%
Average
43.85%
Median
Apr 2022

Max Drawdown (5Y) Benchmarks