Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 32.89%
September 30, 2024 32.89%
August 31, 2024 32.89%
July 31, 2024 32.89%
June 30, 2024 32.89%
May 31, 2024 32.89%
April 30, 2024 32.89%
March 31, 2024 32.89%
February 29, 2024 32.89%
January 31, 2024 32.89%
December 31, 2023 32.89%
November 30, 2023 32.89%
October 31, 2023 32.89%
September 30, 2023 32.89%
August 31, 2023 32.89%
July 31, 2023 32.89%
June 30, 2023 32.89%
May 31, 2023 32.89%
April 30, 2023 32.89%
March 31, 2023 32.89%
February 28, 2023 32.89%
January 31, 2023 32.59%
December 31, 2022 32.59%
November 30, 2022 32.48%
October 31, 2022 32.48%
Date Value
September 30, 2022 32.48%
August 31, 2022 32.48%
July 31, 2022 32.48%
June 30, 2022 32.48%
May 31, 2022 32.48%
April 30, 2022 32.48%
March 31, 2022 32.48%
February 28, 2022 32.48%
January 31, 2022 32.48%
December 31, 2021 32.48%
November 30, 2021 32.48%
October 31, 2021 32.48%
September 30, 2021 32.48%
August 31, 2021 32.48%
July 31, 2021 32.48%
June 30, 2021 32.48%
May 31, 2021 32.48%
April 30, 2021 32.48%
March 31, 2021 32.48%
February 28, 2021 32.48%
January 31, 2021 32.48%
December 31, 2020 32.48%
November 30, 2020 32.48%
October 31, 2020 32.48%
September 30, 2020 30.89%

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

26.86%
Minimum
Nov 2019
32.89%
Maximum
Feb 2023
32.07%
Average
32.48%
Median
Oct 2020

Max Drawdown (5Y) Benchmarks