Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 62.68%
September 30, 2024 62.68%
August 31, 2024 62.68%
July 31, 2024 62.68%
June 30, 2024 62.68%
May 31, 2024 62.68%
April 30, 2024 62.68%
March 31, 2024 62.68%
February 29, 2024 62.68%
January 31, 2024 62.68%
December 31, 2023 62.68%
November 30, 2023 62.68%
October 31, 2023 62.68%
September 30, 2023 56.21%
August 31, 2023 56.21%
July 31, 2023 56.21%
June 30, 2023 56.21%
May 31, 2023 56.21%
April 30, 2023 56.21%
March 31, 2023 56.21%
February 28, 2023 56.21%
January 31, 2023 56.21%
December 31, 2022 56.21%
November 30, 2022 56.21%
October 31, 2022 56.21%
Date Value
September 30, 2022 55.60%
August 31, 2022 54.89%
July 31, 2022 54.80%
June 30, 2022 54.80%
May 31, 2022 51.61%
April 30, 2022 51.57%
March 31, 2022 51.57%
February 28, 2022 51.57%
January 31, 2022 51.57%
December 31, 2021 51.57%
November 30, 2021 51.57%
October 31, 2021 51.57%
September 30, 2021 51.57%
August 31, 2021 51.57%
July 31, 2021 51.57%
June 30, 2021 51.57%
May 31, 2021 51.57%
April 30, 2021 51.57%
March 31, 2021 51.57%
February 28, 2021 51.57%
January 31, 2021 51.57%
December 31, 2020 51.57%
November 30, 2020 51.57%
October 31, 2020 51.57%
September 30, 2020 51.57%

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

51.57%
Minimum
Nov 2019
62.68%
Maximum
Oct 2023
55.14%
Average
51.59%
Median

Max Drawdown (5Y) Benchmarks