Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 53.97%
September 30, 2024 53.97%
August 31, 2024 53.97%
July 31, 2024 53.97%
June 30, 2024 53.97%
May 31, 2024 53.97%
April 30, 2024 53.97%
March 31, 2024 53.97%
February 29, 2024 53.97%
January 31, 2024 53.97%
December 31, 2023 53.97%
November 30, 2023 53.97%
October 31, 2023 53.97%
September 30, 2023 53.97%
August 31, 2023 53.97%
July 31, 2023 53.97%
June 30, 2023 53.97%
May 31, 2023 53.97%
April 30, 2023 53.97%
March 31, 2023 53.97%
February 28, 2023 53.97%
January 31, 2023 53.97%
December 31, 2022 53.97%
November 30, 2022 53.97%
October 31, 2022 51.83%
Date Value
September 30, 2022 51.54%
August 31, 2022 51.54%
July 31, 2022 51.54%
June 30, 2022 51.54%
May 31, 2022 48.58%
April 30, 2022 38.63%
March 31, 2022 35.49%
February 28, 2022 30.55%
January 31, 2022 30.53%
December 31, 2021 30.53%
November 30, 2021 30.53%
October 31, 2021 30.53%
September 30, 2021 30.53%
August 31, 2021 30.53%
July 31, 2021 30.53%
June 30, 2021 30.53%
May 31, 2021 30.53%
April 30, 2021 30.53%
March 31, 2021 30.53%
February 28, 2021 30.53%
January 31, 2021 30.53%
December 31, 2020 30.53%
November 30, 2020 30.53%
October 31, 2020 30.53%
September 30, 2020 30.53%

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

27.39%
Minimum
Nov 2019
53.97%
Maximum
Nov 2022
41.97%
Average
43.60%
Median