Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 38.88%
September 30, 2024 38.88%
August 31, 2024 38.88%
July 31, 2024 38.88%
June 30, 2024 38.88%
May 31, 2024 38.88%
April 30, 2024 38.88%
March 31, 2024 38.88%
February 29, 2024 38.88%
January 31, 2024 38.88%
December 31, 2023 38.88%
November 30, 2023 38.88%
October 31, 2023 38.88%
September 30, 2023 38.88%
August 31, 2023 38.88%
July 31, 2023 38.88%
June 30, 2023 38.88%
May 31, 2023 38.88%
April 30, 2023 38.88%
March 31, 2023 38.88%
February 28, 2023 38.88%
January 31, 2023 38.88%
December 31, 2022 38.88%
November 30, 2022 38.88%
October 31, 2022 38.88%
Date Value
September 30, 2022 36.40%
August 31, 2022 29.49%
July 31, 2022 29.49%
June 30, 2022 29.49%
May 31, 2022 29.49%
April 30, 2022 29.49%
March 31, 2022 29.49%
February 28, 2022 29.49%
January 31, 2022 29.49%
December 31, 2021 29.49%
November 30, 2021 29.49%
October 31, 2021 29.49%
September 30, 2021 29.49%
August 31, 2021 29.49%
July 31, 2021 29.49%
June 30, 2021 29.49%
May 31, 2021 29.49%
April 30, 2021 29.49%
March 31, 2021 29.49%
February 28, 2021 29.49%
January 31, 2021 29.49%
December 31, 2020 29.49%
November 30, 2020 29.49%
October 31, 2020 31.35%
September 30, 2020 31.35%

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

29.49%
Minimum
Nov 2020
38.88%
Maximum
Oct 2022
33.89%
Average
31.35%
Median
Nov 2019