Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 50.46%
August 31, 2024 50.46%
July 31, 2024 50.46%
June 30, 2024 50.46%
May 31, 2024 50.46%
April 30, 2024 50.46%
March 31, 2024 50.46%
February 29, 2024 50.46%
January 31, 2024 50.46%
December 31, 2023 50.46%
November 30, 2023 50.46%
October 31, 2023 50.46%
September 30, 2023 50.46%
August 31, 2023 50.46%
July 31, 2023 50.46%
June 30, 2023 50.46%
May 31, 2023 50.46%
April 30, 2023 50.46%
March 31, 2023 50.46%
February 28, 2023 50.46%
January 31, 2023 50.46%
December 31, 2022 50.46%
November 30, 2022 50.46%
October 31, 2022 50.46%
September 30, 2022 50.46%
Date Value
August 31, 2022 50.46%
July 31, 2022 50.46%
June 30, 2022 50.46%
May 31, 2022 50.46%
April 30, 2022 50.46%
March 31, 2022 50.46%
February 28, 2022 50.46%
January 31, 2022 50.46%
December 31, 2021 50.46%
November 30, 2021 50.46%
October 31, 2021 50.46%
September 30, 2021 50.46%
August 31, 2021 50.46%
July 31, 2021 50.46%
June 30, 2021 50.46%
May 31, 2021 50.46%
April 30, 2021 50.46%
March 31, 2021 50.46%
February 28, 2021 50.46%
January 31, 2021 50.46%
December 31, 2020 50.46%
November 30, 2020 50.46%
October 31, 2020 50.46%
September 30, 2020 50.46%
August 31, 2020 50.46%

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

39.18%
Minimum
Feb 2020
93.67%
Maximum
Nov 2019
52.42%
Average
50.46%
Median
Apr 2020

Max Drawdown (5Y) Benchmarks