Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 97.28%
September 30, 2024 97.28%
August 31, 2024 97.28%
July 31, 2024 97.28%
June 30, 2024 97.28%
May 31, 2024 97.28%
April 30, 2024 97.28%
March 31, 2024 97.28%
February 29, 2024 97.28%
January 31, 2024 97.28%
December 31, 2023 97.28%
November 30, 2023 97.28%
October 31, 2023 97.09%
September 30, 2023 97.09%
August 31, 2023 97.09%
July 31, 2023 97.09%
June 30, 2023 97.09%
May 31, 2023 97.09%
April 30, 2023 97.03%
March 31, 2023 97.03%
February 28, 2023 97.03%
January 31, 2023 97.03%
December 31, 2022 97.03%
November 30, 2022 97.03%
October 31, 2022 97.03%
Date Value
September 30, 2022 96.62%
August 31, 2022 93.98%
July 31, 2022 91.93%
June 30, 2022 91.93%
May 31, 2022 91.26%
April 30, 2022 88.12%
March 31, 2022 85.81%
February 28, 2022 85.81%
January 31, 2022 84.72%
December 31, 2021 84.72%
November 30, 2021 84.72%
October 31, 2021 84.72%
September 30, 2021 84.72%
August 31, 2021 84.72%
July 31, 2021 84.72%
June 30, 2021 84.72%
May 31, 2021 84.72%
April 30, 2021 84.72%
March 31, 2021 84.72%
February 28, 2021 84.72%
January 31, 2021 84.72%
December 31, 2020 84.72%
November 30, 2020 84.72%
October 31, 2020 84.72%
September 30, 2020 84.72%

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

84.72%
Minimum
Nov 2019
97.28%
Maximum
Nov 2023
90.70%
Average
89.69%
Median

Max Drawdown (5Y) Benchmarks