Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 54.31%
September 30, 2024 54.31%
August 31, 2024 54.31%
July 31, 2024 54.31%
June 30, 2024 54.31%
May 31, 2024 54.31%
April 30, 2024 54.31%
March 31, 2024 54.31%
February 29, 2024 54.31%
January 31, 2024 54.31%
December 31, 2023 54.31%
November 30, 2023 54.31%
October 31, 2023 54.31%
September 30, 2023 54.31%
August 31, 2023 54.31%
July 31, 2023 54.31%
June 30, 2023 54.31%
May 31, 2023 54.31%
April 30, 2023 54.31%
March 31, 2023 54.31%
February 28, 2023 54.31%
January 31, 2023 54.31%
December 31, 2022 54.31%
November 30, 2022 54.31%
October 31, 2022 54.31%
Date Value
September 30, 2022 54.31%
August 31, 2022 54.31%
July 31, 2022 54.31%
June 30, 2022 54.31%
May 31, 2022 54.31%
April 30, 2022 53.84%
March 31, 2022 53.84%
February 28, 2022 53.84%
January 31, 2022 53.84%
December 31, 2021 53.84%
November 30, 2021 50.83%
October 31, 2021 50.83%
September 30, 2021 50.83%
August 31, 2021 49.43%
July 31, 2021 47.32%
June 30, 2021 47.28%
May 31, 2021 47.28%
April 30, 2021 45.71%
March 31, 2021 45.53%
February 28, 2021 42.32%
January 31, 2021 42.32%
December 31, 2020 42.32%
November 30, 2020 42.32%
October 31, 2020 42.32%
September 30, 2020 42.32%

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

28.32%
Minimum
Nov 2019
54.31%
Maximum
May 2022
49.35%
Average
54.08%
Median

Max Drawdown (5Y) Benchmarks