Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 57.73%
September 30, 2024 57.73%
August 31, 2024 57.73%
July 31, 2024 57.73%
June 30, 2024 57.73%
May 31, 2024 57.73%
April 30, 2024 57.73%
March 31, 2024 57.81%
February 29, 2024 58.26%
January 31, 2024 58.26%
December 31, 2023 58.26%
November 30, 2023 58.26%
October 31, 2023 58.26%
September 30, 2023 58.26%
August 31, 2023 58.26%
July 31, 2023 58.26%
June 30, 2023 58.26%
May 31, 2023 58.26%
April 30, 2023 58.26%
March 31, 2023 58.26%
February 28, 2023 58.26%
January 31, 2023 58.26%
December 31, 2022 58.26%
November 30, 2022 58.26%
October 31, 2022 58.26%
Date Value
September 30, 2022 58.26%
August 31, 2022 59.82%
July 31, 2022 65.25%
June 30, 2022 68.04%
May 31, 2022 69.48%
April 30, 2022 69.48%
March 31, 2022 69.48%
February 28, 2022 69.48%
January 31, 2022 69.48%
December 31, 2021 69.48%
November 30, 2021 69.48%
October 31, 2021 69.48%
September 30, 2021 69.48%
August 31, 2021 69.48%
July 31, 2021 69.48%
June 30, 2021 69.48%
May 31, 2021 69.48%
April 30, 2021 69.48%
March 31, 2021 69.48%
February 28, 2021 69.48%
January 31, 2021 69.48%
December 31, 2020 69.48%
November 30, 2020 69.48%
October 31, 2020 69.48%
September 30, 2020 69.48%

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

57.73%
Minimum
Apr 2024
69.48%
Maximum
Nov 2019
64.30%
Average
69.48%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks