Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 62.63%
August 31, 2024 62.63%
July 31, 2024 62.63%
June 30, 2024 62.63%
May 31, 2024 62.63%
April 30, 2024 62.63%
March 31, 2024 62.63%
February 29, 2024 62.63%
January 31, 2024 57.83%
December 31, 2023 57.79%
November 30, 2023 57.79%
October 31, 2023 57.79%
September 30, 2023 57.79%
August 31, 2023 57.79%
July 31, 2023 57.79%
June 30, 2023 57.79%
May 31, 2023 57.79%
April 30, 2023 57.79%
March 31, 2023 57.79%
February 28, 2023 57.79%
January 31, 2023 57.79%
December 31, 2022 57.79%
November 30, 2022 57.79%
October 31, 2022 57.79%
September 30, 2022 57.79%
Date Value
August 31, 2022 56.05%
July 31, 2022 54.96%
June 30, 2022 54.87%
May 31, 2022 54.87%
April 30, 2022 54.87%
March 31, 2022 54.87%
February 28, 2022 54.87%
January 31, 2022 54.87%
December 31, 2021 54.87%
November 30, 2021 54.87%
October 31, 2021 54.87%
September 30, 2021 54.87%
August 31, 2021 50.61%
July 31, 2021 48.18%
June 30, 2021 45.53%
May 31, 2021 44.24%
April 30, 2021 44.24%
March 31, 2021 47.33%
February 28, 2021 48.89%
January 31, 2021 53.78%
December 31, 2020 62.44%
November 30, 2020 76.00%
October 31, 2020 80.00%
September 30, 2020 80.00%
August 31, 2020 80.00%

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

44.24%
Minimum
Apr 2021
80.00%
Maximum
Nov 2019
61.43%
Average
57.79%
Median
Sep 2022

Max Drawdown (5Y) Benchmarks