Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 57.44%
September 30, 2024 57.44%
August 31, 2024 57.44%
July 31, 2024 57.44%
June 30, 2024 57.44%
May 31, 2024 57.44%
April 30, 2024 57.44%
March 31, 2024 57.44%
February 29, 2024 57.44%
January 31, 2024 57.44%
December 31, 2023 57.44%
November 30, 2023 57.44%
October 31, 2023 57.44%
September 30, 2023 57.44%
August 31, 2023 57.44%
July 31, 2023 57.44%
June 30, 2023 57.44%
May 31, 2023 57.44%
April 30, 2023 57.44%
March 31, 2023 57.44%
February 28, 2023 57.44%
January 31, 2023 57.44%
December 31, 2022 57.44%
November 30, 2022 57.44%
October 31, 2022 57.44%
Date Value
September 30, 2022 57.44%
August 31, 2022 49.76%
July 31, 2022 49.76%
June 30, 2022 48.22%
May 31, 2022 45.10%
April 30, 2022 42.32%
March 31, 2022 42.32%
February 28, 2022 42.32%
January 31, 2022 42.32%
December 31, 2021 42.32%
November 30, 2021 42.32%
October 31, 2021 42.32%
September 30, 2021 42.32%
August 31, 2021 42.32%
July 31, 2021 42.32%
June 30, 2021 42.32%
May 31, 2021 42.32%
April 30, 2021 42.32%
March 31, 2021 42.32%
February 28, 2021 42.32%
January 31, 2021 42.32%
December 31, 2020 42.32%
November 30, 2020 42.32%
October 31, 2020 42.32%
September 30, 2020 42.32%

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

31.27%
Minimum
Nov 2019
57.44%
Maximum
Sep 2022
48.53%
Average
43.71%
Median

Max Drawdown (5Y) Benchmarks