Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 35.62%
September 30, 2024 35.62%
August 31, 2024 35.62%
July 31, 2024 35.62%
June 30, 2024 35.62%
May 31, 2024 35.62%
April 30, 2024 35.62%
March 31, 2024 35.62%
February 29, 2024 35.62%
January 31, 2024 35.62%
December 31, 2023 35.62%
November 30, 2023 35.62%
October 31, 2023 35.62%
September 30, 2023 35.62%
August 31, 2023 35.62%
July 31, 2023 35.62%
June 30, 2023 35.62%
May 31, 2023 35.62%
April 30, 2023 35.62%
March 31, 2023 35.62%
February 28, 2023 35.62%
January 31, 2023 35.62%
December 31, 2022 35.62%
November 30, 2022 35.62%
October 31, 2022 35.62%
Date Value
September 30, 2022 35.62%
August 31, 2022 32.46%
July 31, 2022 32.46%
June 30, 2022 32.46%
May 31, 2022 32.46%
April 30, 2022 32.46%
March 31, 2022 32.46%
February 28, 2022 32.46%
January 31, 2022 32.46%
December 31, 2021 32.46%
November 30, 2021 32.46%
October 31, 2021 32.46%
September 30, 2021 32.46%
August 31, 2021 32.46%
July 31, 2021 32.46%
June 30, 2021 32.46%
May 31, 2021 32.46%
April 30, 2021 32.46%
March 31, 2021 32.46%
February 28, 2021 32.46%
January 31, 2021 32.46%
December 31, 2020 32.46%
November 30, 2020 32.46%
October 31, 2020 32.46%
September 30, 2020 32.46%

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.

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Max Drawdown (5Y) Range, Past 5 Years

18.64%
Minimum
Jan 2020
35.62%
Maximum
Sep 2022
32.99%
Average
32.46%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks