Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 98.29%
September 30, 2024 98.29%
August 31, 2024 98.27%
July 31, 2024 98.27%
June 30, 2024 98.27%
May 31, 2024 98.27%
April 30, 2024 98.27%
March 31, 2024 98.27%
February 29, 2024 98.27%
January 31, 2024 98.09%
December 31, 2023 97.60%
November 30, 2023 97.23%
October 31, 2023 96.90%
September 30, 2023 96.53%
August 31, 2023 96.53%
July 31, 2023 96.53%
June 30, 2023 96.53%
May 31, 2023 96.53%
April 30, 2023 96.53%
March 31, 2023 94.55%
February 28, 2023 91.55%
January 31, 2023 91.55%
December 31, 2022 91.16%
November 30, 2022 90.52%
October 31, 2022 90.34%
Date Value
September 30, 2022 90.34%
August 31, 2022 90.34%
July 31, 2022 90.34%
June 30, 2022 90.34%
May 31, 2022 90.34%
April 30, 2022 90.34%
March 31, 2022 90.34%
February 28, 2022 90.34%
January 31, 2022 90.34%
December 31, 2021 87.50%
November 30, 2021 87.50%
October 31, 2021 87.50%
September 30, 2021 87.50%
August 31, 2021 87.50%
July 31, 2021 87.50%
June 30, 2021 87.50%
May 31, 2021 87.50%
April 30, 2021 87.50%
March 31, 2021 87.50%
February 28, 2021 87.50%
January 31, 2021 87.50%
December 31, 2020 87.50%
November 30, 2020 87.50%
October 31, 2020 87.50%
September 30, 2020 87.50%

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

87.50%
Minimum
Nov 2019
98.29%
Maximum
Sep 2024
91.52%
Average
90.34%
Median
Jan 2022

Max Drawdown (5Y) Benchmarks