Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 36.70%
September 30, 2024 36.70%
August 31, 2024 36.70%
July 31, 2024 36.70%
June 30, 2024 36.70%
May 31, 2024 36.70%
April 30, 2024 36.70%
March 31, 2024 36.70%
February 29, 2024 36.70%
January 31, 2024 36.70%
December 31, 2023 39.01%
November 30, 2023 39.01%
October 31, 2023 43.95%
September 30, 2023 45.06%
August 31, 2023 45.06%
July 31, 2023 45.06%
June 30, 2023 45.06%
May 31, 2023 45.06%
April 30, 2023 45.06%
March 31, 2023 45.06%
February 28, 2023 45.06%
January 31, 2023 45.06%
December 31, 2022 45.06%
November 30, 2022 45.06%
October 31, 2022 45.06%
Date Value
September 30, 2022 45.06%
August 31, 2022 45.06%
July 31, 2022 45.06%
June 30, 2022 45.06%
May 31, 2022 45.06%
April 30, 2022 45.06%
March 31, 2022 45.06%
February 28, 2022 45.06%
January 31, 2022 45.06%
December 31, 2021 45.06%
November 30, 2021 45.06%
October 31, 2021 45.06%
September 30, 2021 45.06%
August 31, 2021 45.06%
July 31, 2021 45.06%
June 30, 2021 45.06%
May 31, 2021 45.06%
April 30, 2021 45.06%
March 31, 2021 45.06%
February 28, 2021 45.06%
January 31, 2021 45.06%
December 31, 2020 45.06%
November 30, 2020 45.06%
October 31, 2020 45.06%
September 30, 2020 45.06%

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

36.70%
Minimum
Jan 2024
45.06%
Maximum
Nov 2019
43.45%
Average
45.06%
Median
Nov 2019