Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 81.45%
September 30, 2024 81.45%
August 31, 2024 80.87%
July 31, 2024 78.16%
June 30, 2024 77.54%
May 31, 2024 77.54%
April 30, 2024 77.54%
March 31, 2024 71.97%
February 29, 2024 70.05%
January 31, 2024 70.05%
December 31, 2023 70.05%
November 30, 2023 70.05%
October 31, 2023 70.05%
September 30, 2023 70.23%
August 31, 2023 70.23%
July 31, 2023 70.23%
June 30, 2023 72.06%
May 31, 2023 72.82%
April 30, 2023 72.82%
March 31, 2023 72.82%
February 28, 2023 72.82%
January 31, 2023 72.82%
December 31, 2022 72.82%
November 30, 2022 72.82%
October 31, 2022 72.82%
Date Value
September 30, 2022 72.82%
August 31, 2022 72.82%
July 31, 2022 72.82%
June 30, 2022 72.82%
May 31, 2022 72.82%
April 30, 2022 72.82%
March 31, 2022 72.82%
February 28, 2022 74.47%
January 31, 2022 74.47%
December 31, 2021 74.47%
November 30, 2021 74.65%
October 31, 2021 75.61%
September 30, 2021 75.61%
August 31, 2021 75.61%
July 31, 2021 75.61%
June 30, 2021 75.61%
May 31, 2021 75.61%
April 30, 2021 75.61%
March 31, 2021 75.61%
February 28, 2021 75.61%
January 31, 2021 75.61%
December 31, 2020 75.61%
November 30, 2020 75.61%
October 31, 2020 75.61%
September 30, 2020 75.61%

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

70.05%
Minimum
Oct 2023
81.45%
Maximum
Sep 2024
74.41%
Average
75.61%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks