Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 95.70%
September 30, 2024 95.70%
August 31, 2024 95.70%
July 31, 2024 95.07%
June 30, 2024 95.07%
May 31, 2024 94.36%
April 30, 2024 94.36%
March 31, 2024 94.13%
February 29, 2024 94.13%
January 31, 2024 94.13%
December 31, 2023 94.13%
November 30, 2023 94.13%
October 31, 2023 94.13%
September 30, 2023 93.60%
August 31, 2023 93.23%
July 31, 2023 93.23%
June 30, 2023 93.23%
May 31, 2023 93.23%
April 30, 2023 92.47%
March 31, 2023 92.08%
February 28, 2023 92.08%
January 31, 2023 92.08%
December 31, 2022 92.08%
November 30, 2022 92.08%
October 31, 2022 92.08%
Date Value
September 30, 2022 90.95%
August 31, 2022 88.57%
July 31, 2022 88.54%
June 30, 2022 86.49%
May 31, 2022 82.04%
April 30, 2022 75.95%
March 31, 2022 73.12%
February 28, 2022 68.40%
January 31, 2022 62.63%
December 31, 2021 58.21%
November 30, 2021 58.21%
October 31, 2021 58.21%
September 30, 2021 58.21%
August 31, 2021 58.21%
July 31, 2021 58.21%
June 30, 2021 58.21%
May 31, 2021 58.21%
April 30, 2021 58.21%
March 31, 2021 58.21%
February 28, 2021 58.21%
January 31, 2021 58.21%
December 31, 2020 58.21%
November 30, 2020 58.21%
October 31, 2020 58.21%
September 30, 2020 58.21%

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

40.92%
Minimum
Nov 2019
95.70%
Maximum
Aug 2024
75.05%
Average
78.99%
Median

Max Drawdown (5Y) Benchmarks