Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 89.26%
September 30, 2024 89.26%
August 31, 2024 89.26%
July 31, 2024 89.26%
June 30, 2024 89.26%
May 31, 2024 89.26%
April 30, 2024 89.26%
March 31, 2024 89.26%
February 29, 2024 89.26%
January 31, 2024 89.26%
December 31, 2023 89.26%
November 30, 2023 89.26%
October 31, 2023 89.26%
September 30, 2023 89.26%
August 31, 2023 89.26%
July 31, 2023 89.26%
June 30, 2023 89.26%
May 31, 2023 89.26%
April 30, 2023 76.42%
March 31, 2023 76.13%
February 28, 2023 73.50%
January 31, 2023 73.50%
December 31, 2022 73.50%
November 30, 2022 73.50%
October 31, 2022 73.50%
Date Value
September 30, 2022 71.89%
August 31, 2022 70.72%
July 31, 2022 70.72%
June 30, 2022 69.83%
May 31, 2022 68.04%
April 30, 2022 64.32%
March 31, 2022 51.05%
February 28, 2022 51.05%
January 31, 2022 51.05%
December 31, 2021 51.05%
November 30, 2021 51.05%
October 31, 2021 54.03%
September 30, 2021 54.03%
August 31, 2021 54.03%
July 31, 2021 54.03%
June 30, 2021 54.03%
May 31, 2021 54.03%
April 30, 2021 57.09%
March 31, 2021 57.09%
February 28, 2021 57.09%
January 31, 2021 63.41%
December 31, 2020 66.93%
November 30, 2020 66.93%
October 31, 2020 66.93%
September 30, 2020 66.93%

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

51.05%
Minimum
Nov 2021
89.26%
Maximum
May 2023
71.56%
Average
67.49%
Median

Max Drawdown (5Y) Benchmarks