Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 68.11%
September 30, 2024 68.11%
August 31, 2024 68.11%
July 31, 2024 68.11%
June 30, 2024 68.11%
May 31, 2024 68.11%
April 30, 2024 68.11%
March 31, 2024 68.11%
February 29, 2024 68.11%
January 31, 2024 68.11%
December 31, 2023 68.11%
November 30, 2023 68.11%
October 31, 2023 68.11%
September 30, 2023 68.11%
August 31, 2023 68.11%
July 31, 2023 68.11%
June 30, 2023 68.11%
May 31, 2023 68.11%
April 30, 2023 68.11%
March 31, 2023 67.69%
February 28, 2023 67.69%
January 31, 2023 67.69%
December 31, 2022 65.80%
November 30, 2022 65.80%
October 31, 2022 61.49%
Date Value
September 30, 2022 58.29%
August 31, 2022 58.29%
July 31, 2022 58.29%
June 30, 2022 58.29%
May 31, 2022 56.34%
April 30, 2022 42.09%
March 31, 2022 42.09%
February 28, 2022 42.09%
January 31, 2022 42.09%
December 31, 2021 42.09%
November 30, 2021 42.09%
October 31, 2021 42.09%
September 30, 2021 42.09%
August 31, 2021 42.09%
July 31, 2021 42.09%
June 30, 2021 42.09%
May 31, 2021 42.09%
April 30, 2021 42.09%
March 31, 2021 42.09%
February 28, 2021 42.09%
January 31, 2021 42.09%
December 31, 2020 42.09%
November 30, 2020 42.09%
October 31, 2020 42.09%
September 30, 2020 42.09%

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

25.33%
Minimum
Nov 2019
68.11%
Maximum
Apr 2023
52.92%
Average
49.22%
Median

Max Drawdown (5Y) Benchmarks