Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 45.45%
September 30, 2024 45.45%
August 31, 2024 45.45%
July 31, 2024 45.45%
June 30, 2024 45.45%
May 31, 2024 45.45%
April 30, 2024 45.45%
March 31, 2024 45.45%
February 29, 2024 45.45%
January 31, 2024 45.45%
December 31, 2023 45.45%
November 30, 2023 45.45%
October 31, 2023 45.45%
September 30, 2023 45.45%
August 31, 2023 45.45%
July 31, 2023 45.45%
June 30, 2023 45.45%
May 31, 2023 45.45%
April 30, 2023 45.45%
March 31, 2023 45.45%
February 28, 2023 45.45%
January 31, 2023 45.45%
December 31, 2022 45.45%
November 30, 2022 45.45%
October 31, 2022 45.45%
Date Value
September 30, 2022 42.13%
August 31, 2022 36.94%
July 31, 2022 36.72%
June 30, 2022 33.89%
May 31, 2022 32.37%
April 30, 2022 32.37%
March 31, 2022 32.37%
February 28, 2022 32.37%
January 31, 2022 32.37%
December 31, 2021 32.37%
November 30, 2021 32.37%
October 31, 2021 32.37%
September 30, 2021 32.37%
August 31, 2021 32.37%
July 31, 2021 32.37%
June 30, 2021 32.37%
May 31, 2021 32.37%
April 30, 2021 32.37%
March 31, 2021 32.37%
February 28, 2021 32.37%
January 31, 2021 32.37%
December 31, 2020 32.37%
November 30, 2020 33.64%
October 31, 2020 35.99%
September 30, 2020 35.99%

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

32.37%
Minimum
Dec 2020
45.45%
Maximum
Oct 2022
38.90%
Average
35.99%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks