Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 61.73%
September 30, 2024 61.73%
August 31, 2024 61.73%
July 31, 2024 61.73%
June 30, 2024 61.73%
May 31, 2024 61.73%
April 30, 2024 61.73%
March 31, 2024 61.73%
February 29, 2024 61.73%
January 31, 2024 61.73%
December 31, 2023 61.73%
November 30, 2023 61.73%
October 31, 2023 61.73%
September 30, 2023 61.73%
August 31, 2023 61.73%
July 31, 2023 61.73%
June 30, 2023 61.73%
May 31, 2023 61.73%
April 30, 2023 48.69%
March 31, 2023 42.98%
February 28, 2023 36.15%
January 31, 2023 36.15%
December 31, 2022 36.15%
November 30, 2022 36.15%
October 31, 2022 36.15%
Date Value
September 30, 2022 36.15%
August 31, 2022 36.15%
July 31, 2022 36.15%
June 30, 2022 36.15%
May 31, 2022 36.15%
April 30, 2022 36.15%
March 31, 2022 36.15%
February 28, 2022 36.15%
January 31, 2022 36.15%
December 31, 2021 36.15%
November 30, 2021 36.15%
October 31, 2021 36.15%
September 30, 2021 36.15%
August 31, 2021 36.15%
July 31, 2021 36.15%
June 30, 2021 36.15%
May 31, 2021 36.15%
April 30, 2021 36.15%
March 31, 2021 36.15%
February 28, 2021 36.15%
January 31, 2021 36.15%
December 31, 2020 36.15%
November 30, 2020 36.15%
October 31, 2020 36.15%
September 30, 2020 36.15%

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

23.42%
Minimum
Nov 2019
61.73%
Maximum
May 2023
43.30%
Average
36.15%
Median
Mar 2020