Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 96.47%
September 30, 2024 96.47%
August 31, 2024 96.47%
July 31, 2024 96.47%
June 30, 2024 96.47%
May 31, 2024 96.47%
April 30, 2024 96.47%
March 31, 2024 96.47%
February 29, 2024 96.47%
January 31, 2024 96.47%
December 31, 2023 96.47%
November 30, 2023 96.47%
October 31, 2023 96.47%
September 30, 2023 96.47%
August 31, 2023 96.47%
July 31, 2023 96.47%
June 30, 2023 96.47%
May 31, 2023 96.47%
April 30, 2023 96.47%
March 31, 2023 96.47%
February 28, 2023 96.47%
January 31, 2023 96.47%
December 31, 2022 96.47%
November 30, 2022 96.47%
October 31, 2022 96.47%
Date Value
September 30, 2022 96.47%
August 31, 2022 96.47%
July 31, 2022 96.47%
June 30, 2022 96.47%
May 31, 2022 96.47%
April 30, 2022 96.47%
March 31, 2022 96.47%
February 28, 2022 96.47%
January 31, 2022 96.47%
December 31, 2021 96.47%
November 30, 2021 96.47%
October 31, 2021 96.47%
September 30, 2021 96.47%
August 31, 2021 96.47%
July 31, 2021 96.47%
June 30, 2021 96.47%
May 31, 2021 96.47%
April 30, 2021 96.47%
March 31, 2021 96.47%
February 28, 2021 96.47%
January 31, 2021 96.47%
December 31, 2020 96.47%
November 30, 2020 96.47%
October 31, 2020 96.47%
September 30, 2020 96.47%

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

81.16%
Minimum
Nov 2019
96.47%
Maximum
Mar 2020
95.61%
Average
96.47%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks