Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 80.51%
August 31, 2024 80.51%
July 31, 2024 80.51%
June 30, 2024 80.51%
May 31, 2024 80.51%
April 30, 2024 80.51%
March 31, 2024 80.51%
February 29, 2024 80.51%
January 31, 2024 80.51%
December 31, 2023 80.51%
November 30, 2023 80.51%
October 31, 2023 80.51%
September 30, 2023 80.51%
August 31, 2023 80.51%
July 31, 2023 80.51%
June 30, 2023 80.51%
May 31, 2023 80.51%
April 30, 2023 80.51%
March 31, 2023 80.51%
February 28, 2023 80.51%
January 31, 2023 80.51%
December 31, 2022 80.51%
November 30, 2022 80.51%
October 31, 2022 76.66%
September 30, 2022 76.66%
Date Value
August 31, 2022 73.99%
July 31, 2022 71.50%
June 30, 2022 67.48%
May 31, 2022 60.51%
April 30, 2022 59.77%
March 31, 2022 59.77%
February 28, 2022 59.77%
January 31, 2022 59.77%
December 31, 2021 56.66%
November 30, 2021 56.66%
October 31, 2021 56.66%
September 30, 2021 56.66%
August 31, 2021 56.66%
July 31, 2021 55.52%
June 30, 2021 51.67%
May 31, 2021 44.19%
April 30, 2021 44.19%
March 31, 2021 44.19%
February 28, 2021 43.87%
January 31, 2021 43.87%
December 31, 2020 43.87%
November 30, 2020 43.87%
October 31, 2020 43.87%
September 30, 2020 43.87%
August 31, 2020 43.87%

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

43.87%
Minimum
Nov 2019
80.51%
Maximum
Nov 2022
63.43%
Average
59.77%
Median
Jan 2022

Max Drawdown (5Y) Benchmarks