Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 69.30%
September 30, 2024 69.30%
August 31, 2024 69.30%
July 31, 2024 69.30%
June 30, 2024 69.30%
May 31, 2024 69.30%
April 30, 2024 69.30%
March 31, 2024 77.87%
February 29, 2024 80.23%
January 31, 2024 80.23%
December 31, 2023 80.23%
November 30, 2023 80.23%
October 31, 2023 80.23%
September 30, 2023 80.23%
August 31, 2023 80.23%
July 31, 2023 80.23%
June 30, 2023 80.23%
May 31, 2023 80.23%
April 30, 2023 80.23%
March 31, 2023 80.23%
February 28, 2023 80.23%
January 31, 2023 80.23%
December 31, 2022 80.23%
November 30, 2022 80.23%
October 31, 2022 80.23%
Date Value
September 30, 2022 80.23%
August 31, 2022 80.23%
July 31, 2022 80.23%
June 30, 2022 80.23%
May 31, 2022 80.23%
April 30, 2022 80.23%
March 31, 2022 80.23%
February 28, 2022 80.23%
January 31, 2022 80.23%
December 31, 2021 80.23%
November 30, 2021 80.23%
October 31, 2021 80.23%
September 30, 2021 80.23%
August 31, 2021 80.23%
July 31, 2021 80.23%
June 30, 2021 80.23%
May 31, 2021 80.23%
April 30, 2021 80.23%
March 31, 2021 80.23%
February 28, 2021 80.23%
January 31, 2021 80.23%
December 31, 2020 80.23%
November 30, 2020 80.23%
October 31, 2020 80.23%
September 30, 2020 82.06%

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.

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Max Drawdown (5Y) Range, Past 5 Years

69.30%
Minimum
Apr 2024
86.01%
Maximum
Nov 2019
79.75%
Average
80.23%
Median
Oct 2020

Max Drawdown (5Y) Benchmarks