Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 55.71%
September 30, 2024 55.71%
August 31, 2024 55.71%
July 31, 2024 55.71%
June 30, 2024 55.71%
May 31, 2024 55.71%
April 30, 2024 53.24%
March 31, 2024 53.24%
February 29, 2024 65.00%
January 31, 2024 65.00%
December 31, 2023 65.00%
November 30, 2023 65.24%
October 31, 2023 65.24%
September 30, 2023 65.24%
August 31, 2023 65.24%
July 31, 2023 65.24%
June 30, 2023 65.24%
May 31, 2023 65.24%
April 30, 2023 65.24%
March 31, 2023 65.24%
February 28, 2023 65.24%
January 31, 2023 65.24%
December 31, 2022 65.24%
November 30, 2022 65.24%
October 31, 2022 65.24%
Date Value
September 30, 2022 65.24%
August 31, 2022 65.24%
July 31, 2022 65.24%
June 30, 2022 65.24%
May 31, 2022 65.24%
April 30, 2022 65.24%
March 31, 2022 65.24%
February 28, 2022 65.24%
January 31, 2022 65.24%
December 31, 2021 65.24%
November 30, 2021 65.24%
October 31, 2021 65.24%
September 30, 2021 65.24%
August 31, 2021 65.24%
July 31, 2021 65.24%
June 30, 2021 65.24%
May 31, 2021 65.24%
April 30, 2021 65.24%
March 31, 2021 65.24%
February 28, 2021 65.24%
January 31, 2021 65.24%
December 31, 2020 65.24%
November 30, 2020 65.24%
October 31, 2020 65.24%
September 30, 2020 65.24%

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

53.24%
Minimum
Mar 2024
79.03%
Maximum
Nov 2019
64.61%
Average
65.24%
Median
Jul 2020