Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 65.72%
September 30, 2024 65.72%
August 31, 2024 65.72%
July 31, 2024 65.72%
June 30, 2024 65.72%
May 31, 2024 65.72%
April 30, 2024 65.72%
March 31, 2024 65.72%
February 29, 2024 65.72%
January 31, 2024 65.72%
December 31, 2023 65.72%
November 30, 2023 65.72%
October 31, 2023 65.72%
September 30, 2023 74.15%
August 31, 2023 75.81%
July 31, 2023 75.81%
June 30, 2023 75.81%
May 31, 2023 75.81%
April 30, 2023 75.81%
March 31, 2023 75.81%
February 28, 2023 75.81%
January 31, 2023 75.81%
December 31, 2022 75.81%
November 30, 2022 75.81%
October 31, 2022 75.81%
Date Value
September 30, 2022 75.81%
August 31, 2022 75.81%
July 31, 2022 75.81%
June 30, 2022 75.81%
May 31, 2022 75.81%
April 30, 2022 75.81%
March 31, 2022 75.81%
February 28, 2022 75.81%
January 31, 2022 75.81%
December 31, 2021 75.81%
November 30, 2021 75.81%
October 31, 2021 75.81%
September 30, 2021 75.81%
August 31, 2021 75.81%
July 31, 2021 75.81%
June 30, 2021 75.81%
May 31, 2021 79.84%
April 30, 2021 80.51%
March 31, 2021 80.51%
February 28, 2021 80.78%
January 31, 2021 82.58%
December 31, 2020 86.68%
November 30, 2020 86.68%
October 31, 2020 86.68%
September 30, 2020 86.68%

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

65.72%
Minimum
Oct 2023
86.68%
Maximum
Nov 2019
76.55%
Average
75.81%
Median
Jun 2021