Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 66.20%
September 30, 2024 66.20%
August 31, 2024 66.20%
July 31, 2024 66.20%
June 30, 2024 66.20%
May 31, 2024 66.20%
April 30, 2024 66.20%
March 31, 2024 66.20%
February 29, 2024 66.20%
January 31, 2024 66.20%
December 31, 2023 66.20%
November 30, 2023 66.20%
October 31, 2023 66.20%
September 30, 2023 66.20%
August 31, 2023 66.20%
July 31, 2023 66.20%
June 30, 2023 66.20%
May 31, 2023 66.20%
April 30, 2023 66.20%
March 31, 2023 66.20%
February 28, 2023 66.20%
January 31, 2023 66.20%
December 31, 2022 66.20%
November 30, 2022 66.20%
October 31, 2022 66.20%
Date Value
September 30, 2022 66.20%
August 31, 2022 66.20%
July 31, 2022 66.20%
June 30, 2022 66.20%
May 31, 2022 61.46%
April 30, 2022 56.99%
March 31, 2022 54.40%
February 28, 2022 49.66%
January 31, 2022 49.66%
December 31, 2021 49.66%
November 30, 2021 49.66%
October 31, 2021 49.66%
September 30, 2021 49.66%
August 31, 2021 49.66%
July 31, 2021 49.66%
June 30, 2021 49.66%
May 31, 2021 49.66%
April 30, 2021 49.66%
March 31, 2021 49.66%
February 28, 2021 49.66%
January 31, 2021 49.66%
December 31, 2020 49.66%
November 30, 2020 49.66%
October 31, 2020 49.66%
September 30, 2020 49.66%

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

27.82%
Minimum
Nov 2019
66.20%
Maximum
Jun 2022
56.49%
Average
59.22%
Median

Max Drawdown (5Y) Benchmarks