Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 80.70%
September 30, 2024 79.58%
August 31, 2024 77.01%
July 31, 2024 70.31%
June 30, 2024 70.31%
May 31, 2024 70.31%
April 30, 2024 70.31%
March 31, 2024 70.31%
February 29, 2024 70.31%
January 31, 2024 70.31%
December 31, 2023 70.31%
November 30, 2023 70.31%
October 31, 2023 70.31%
September 30, 2023 74.71%
August 31, 2023 74.71%
July 31, 2023 74.71%
June 30, 2023 74.71%
May 31, 2023 74.71%
April 30, 2023 74.71%
March 31, 2023 74.71%
February 28, 2023 74.71%
January 31, 2023 74.71%
December 31, 2022 74.71%
November 30, 2022 74.71%
October 31, 2022 74.71%
Date Value
September 30, 2022 74.71%
August 31, 2022 74.71%
July 31, 2022 74.71%
June 30, 2022 74.71%
May 31, 2022 74.71%
April 30, 2022 74.71%
March 31, 2022 74.71%
February 28, 2022 74.71%
January 31, 2022 74.71%
December 31, 2021 74.71%
November 30, 2021 74.71%
October 31, 2021 74.71%
September 30, 2021 74.71%
August 31, 2021 74.71%
July 31, 2021 74.71%
June 30, 2021 74.71%
May 31, 2021 74.71%
April 30, 2021 74.71%
March 31, 2021 74.71%
February 28, 2021 74.71%
January 31, 2021 74.71%
December 31, 2020 74.71%
November 30, 2020 74.71%
October 31, 2020 74.71%
September 30, 2020 74.71%

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

70.31%
Minimum
Oct 2023
80.70%
Maximum
Oct 2024
74.19%
Average
74.71%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks