Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 52.21%
September 30, 2024 52.21%
August 31, 2024 52.21%
July 31, 2024 52.21%
June 30, 2024 52.21%
May 31, 2024 52.21%
April 30, 2024 52.21%
March 31, 2024 52.21%
February 29, 2024 52.21%
January 31, 2024 52.21%
December 31, 2023 52.21%
November 30, 2023 52.21%
October 31, 2023 52.21%
September 30, 2023 46.63%
August 31, 2023 42.99%
July 31, 2023 41.54%
June 30, 2023 41.54%
May 31, 2023 41.48%
April 30, 2023 38.56%
March 31, 2023 38.56%
February 28, 2023 35.34%
January 31, 2023 33.36%
December 31, 2022 33.36%
November 30, 2022 33.36%
October 31, 2022 33.29%
Date Value
September 30, 2022 33.29%
August 31, 2022 33.29%
July 31, 2022 33.29%
June 30, 2022 33.29%
May 31, 2022 33.29%
April 30, 2022 33.29%
March 31, 2022 33.29%
February 28, 2022 33.29%
January 31, 2022 33.29%
December 31, 2021 33.29%
November 30, 2021 33.29%
October 31, 2021 33.29%
September 30, 2021 33.29%
August 31, 2021 33.29%
July 31, 2021 33.29%
June 30, 2021 33.29%
May 31, 2021 33.29%
April 30, 2021 33.29%
March 31, 2021 33.29%
February 28, 2021 33.29%
January 31, 2021 33.29%
December 31, 2020 33.29%
November 30, 2020 33.29%
October 31, 2020 33.29%
September 30, 2020 33.29%

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

25.47%
Minimum
Nov 2019
52.21%
Maximum
Oct 2023
37.88%
Average
33.29%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks