Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 78.20%
September 30, 2024 78.20%
August 31, 2024 80.64%
July 31, 2024 83.55%
June 30, 2024 83.55%
May 31, 2024 85.14%
April 30, 2024 85.14%
March 31, 2024 85.14%
February 29, 2024 85.14%
January 31, 2024 85.14%
December 31, 2023 85.14%
November 30, 2023 87.05%
October 31, 2023 87.05%
September 30, 2023 87.05%
August 31, 2023 87.05%
July 31, 2023 87.05%
June 30, 2023 87.05%
May 31, 2023 87.05%
April 30, 2023 89.66%
March 31, 2023 91.26%
February 28, 2023 91.26%
January 31, 2023 91.61%
December 31, 2022 92.47%
November 30, 2022 92.62%
October 31, 2022 92.62%
Date Value
September 30, 2022 92.62%
August 31, 2022 92.79%
July 31, 2022 92.79%
June 30, 2022 92.79%
May 31, 2022 92.79%
April 30, 2022 92.79%
March 31, 2022 92.79%
February 28, 2022 92.79%
January 31, 2022 92.79%
December 31, 2021 92.79%
November 30, 2021 92.79%
October 31, 2021 93.03%
September 30, 2021 93.03%
August 31, 2021 93.03%
July 31, 2021 93.03%
June 30, 2021 93.03%
May 31, 2021 93.03%
April 30, 2021 93.03%
March 31, 2021 93.03%
February 28, 2021 93.03%
January 31, 2021 93.03%
December 31, 2020 93.03%
November 30, 2020 93.03%
October 31, 2020 93.03%
September 30, 2020 93.03%

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

78.20%
Minimum
Sep 2024
93.03%
Maximum
Nov 2019
90.32%
Average
92.79%
Median
Nov 2021

Max Drawdown (5Y) Benchmarks