Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 61.01%
September 30, 2024 61.01%
August 31, 2024 60.43%
July 31, 2024 60.43%
June 30, 2024 60.43%
May 31, 2024 54.71%
April 30, 2024 53.97%
March 31, 2024 53.97%
February 29, 2024 53.97%
January 31, 2024 53.97%
December 31, 2023 53.97%
November 30, 2023 53.97%
October 31, 2023 53.97%
September 30, 2023 52.38%
August 31, 2023 52.38%
July 31, 2023 52.38%
June 30, 2023 52.38%
May 31, 2023 52.38%
April 30, 2023 52.38%
March 31, 2023 52.38%
February 28, 2023 52.38%
January 31, 2023 52.38%
December 31, 2022 52.38%
November 30, 2022 52.38%
October 31, 2022 52.38%
Date Value
September 30, 2022 52.38%
August 31, 2022 52.38%
July 31, 2022 52.38%
June 30, 2022 52.38%
May 31, 2022 52.38%
April 30, 2022 52.38%
March 31, 2022 52.38%
February 28, 2022 52.38%
January 31, 2022 52.38%
December 31, 2021 52.38%
November 30, 2021 52.38%
October 31, 2021 52.38%
September 30, 2021 52.38%
August 31, 2021 52.38%
July 31, 2021 52.38%
June 30, 2021 52.38%
May 31, 2021 52.38%
April 30, 2021 52.38%
March 31, 2021 52.38%
February 28, 2021 62.21%
January 31, 2021 66.78%
December 31, 2020 66.78%
November 30, 2020 66.78%
October 31, 2020 66.78%
September 30, 2020 66.78%

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

52.38%
Minimum
Mar 2021
66.78%
Maximum
Nov 2019
57.06%
Average
52.38%
Median
Mar 2021

Max Drawdown (5Y) Benchmarks