Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 86.13%
September 30, 2024 85.48%
August 31, 2024 85.48%
July 31, 2024 85.48%
June 30, 2024 85.48%
May 31, 2024 84.17%
April 30, 2024 82.95%
March 31, 2024 78.86%
February 29, 2024 78.15%
January 31, 2024 73.29%
December 31, 2023 73.29%
November 30, 2023 73.29%
October 31, 2023 73.29%
September 30, 2023 73.29%
August 31, 2023 73.29%
July 31, 2023 73.17%
June 30, 2023 73.17%
May 31, 2023 71.50%
April 30, 2023 67.85%
March 31, 2023 62.56%
February 28, 2023 62.54%
January 31, 2023 62.54%
December 31, 2022 62.54%
November 30, 2022 62.54%
October 31, 2022 62.54%
Date Value
September 30, 2022 55.94%
August 31, 2022 51.24%
July 31, 2022 51.24%
June 30, 2022 51.24%
May 31, 2022 47.98%
April 30, 2022 46.70%
March 31, 2022 46.70%
February 28, 2022 46.70%
January 31, 2022 46.70%
December 31, 2021 46.70%
November 30, 2021 46.70%
October 31, 2021 46.70%
September 30, 2021 46.70%
August 31, 2021 46.70%
July 31, 2021 46.70%
June 30, 2021 46.70%
May 31, 2021 46.70%
April 30, 2021 46.70%
March 31, 2021 46.70%
February 28, 2021 46.70%
January 31, 2021 46.70%
December 31, 2020 46.70%
November 30, 2020 46.70%
October 31, 2020 46.70%
September 30, 2020 46.70%

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

31.03%
Minimum
Nov 2019
86.13%
Maximum
Oct 2024
57.48%
Average
47.34%
Median