Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 82.46%
September 30, 2024 82.46%
August 31, 2024 82.46%
July 31, 2024 82.46%
June 30, 2024 82.46%
May 31, 2024 82.46%
April 30, 2024 82.46%
March 31, 2024 82.46%
February 29, 2024 82.46%
January 31, 2024 82.46%
December 31, 2023 82.46%
November 30, 2023 82.46%
October 31, 2023 82.46%
September 30, 2023 82.46%
August 31, 2023 82.46%
July 31, 2023 82.46%
June 30, 2023 82.46%
May 31, 2023 82.46%
April 30, 2023 82.46%
March 31, 2023 82.46%
February 28, 2023 82.46%
January 31, 2023 82.46%
December 31, 2022 82.46%
November 30, 2022 82.46%
October 31, 2022 82.46%
Date Value
September 30, 2022 82.46%
August 31, 2022 82.46%
July 31, 2022 82.46%
June 30, 2022 82.46%
May 31, 2022 82.46%
April 30, 2022 82.46%
March 31, 2022 82.46%
February 28, 2022 82.46%
January 31, 2022 82.46%
December 31, 2021 82.46%
November 30, 2021 82.46%
October 31, 2021 82.46%
September 30, 2021 82.46%
August 31, 2021 82.46%
July 31, 2021 82.46%
June 30, 2021 82.46%
May 31, 2021 82.46%
April 30, 2021 82.46%
March 31, 2021 82.46%
February 28, 2021 82.46%
January 31, 2021 82.46%
December 31, 2020 82.46%
November 30, 2020 82.46%
October 31, 2020 82.46%
September 30, 2020 81.56%

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

74.70%
Minimum
Nov 2019
82.46%
Maximum
Oct 2020
81.84%
Average
82.46%
Median
Oct 2020

Max Drawdown (5Y) Benchmarks