Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 47.25%
September 30, 2024 47.25%
August 31, 2024 47.25%
July 31, 2024 47.25%
June 30, 2024 47.25%
May 31, 2024 47.25%
April 30, 2024 47.25%
March 31, 2024 47.25%
February 29, 2024 47.25%
January 31, 2024 47.25%
December 31, 2023 47.25%
November 30, 2023 47.25%
October 31, 2023 47.25%
September 30, 2023 45.62%
August 31, 2023 45.62%
July 31, 2023 45.62%
June 30, 2023 45.62%
May 31, 2023 45.62%
April 30, 2023 45.62%
March 31, 2023 45.62%
February 28, 2023 45.62%
January 31, 2023 45.62%
December 31, 2022 45.62%
November 30, 2022 45.62%
October 31, 2022 45.62%
Date Value
September 30, 2022 45.41%
August 31, 2022 44.10%
July 31, 2022 44.10%
June 30, 2022 44.10%
May 31, 2022 43.03%
April 30, 2022 42.19%
March 31, 2022 42.19%
February 28, 2022 42.19%
January 31, 2022 42.19%
December 31, 2021 42.19%
November 30, 2021 42.19%
October 31, 2021 42.19%
September 30, 2021 42.19%
August 31, 2021 42.19%
July 31, 2021 42.19%
June 30, 2021 42.19%
May 31, 2021 42.19%
April 30, 2021 42.19%
March 31, 2021 42.19%
February 28, 2021 42.19%
January 31, 2021 42.19%
December 31, 2020 42.19%
November 30, 2020 42.19%
October 31, 2020 42.19%
September 30, 2020 42.19%

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

22.03%
Minimum
Nov 2019
47.25%
Maximum
Oct 2023
42.79%
Average
42.61%
Median