Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 53.57%
September 30, 2024 53.57%
August 31, 2024 53.57%
July 31, 2024 53.57%
June 30, 2024 53.57%
May 31, 2024 53.57%
April 30, 2024 53.57%
March 31, 2024 53.57%
February 29, 2024 53.57%
January 31, 2024 53.57%
December 31, 2023 53.57%
November 30, 2023 53.57%
October 31, 2023 53.57%
September 30, 2023 53.57%
August 31, 2023 53.57%
July 31, 2023 53.57%
June 30, 2023 53.57%
May 31, 2023 53.57%
April 30, 2023 53.57%
March 31, 2023 53.57%
February 28, 2023 53.57%
January 31, 2023 53.57%
December 31, 2022 53.57%
November 30, 2022 53.57%
October 31, 2022 53.57%
Date Value
September 30, 2022 53.57%
August 31, 2022 48.45%
July 31, 2022 48.45%
June 30, 2022 48.45%
May 31, 2022 44.81%
April 30, 2022 43.41%
March 31, 2022 43.41%
February 28, 2022 43.41%
January 31, 2022 43.41%
December 31, 2021 43.41%
November 30, 2021 43.41%
October 31, 2021 43.41%
September 30, 2021 43.41%
August 31, 2021 43.41%
July 31, 2021 43.41%
June 30, 2021 43.41%
May 31, 2021 43.41%
April 30, 2021 43.41%
March 31, 2021 43.41%
February 28, 2021 43.41%
January 31, 2021 43.41%
December 31, 2020 43.41%
November 30, 2020 43.41%
October 31, 2020 43.41%
September 30, 2020 43.41%

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

43.41%
Minimum
Nov 2019
53.57%
Maximum
Sep 2022
48.09%
Average
44.11%
Median

Max Drawdown (5Y) Benchmarks