Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 92.60%
September 30, 2024 92.60%
August 31, 2024 92.60%
July 31, 2024 92.60%
June 30, 2024 92.60%
May 31, 2024 92.60%
April 30, 2024 92.60%
March 31, 2024 92.60%
February 29, 2024 92.60%
January 31, 2024 92.60%
December 31, 2023 92.60%
November 30, 2023 92.60%
October 31, 2023 92.60%
September 30, 2023 92.60%
August 31, 2023 91.20%
July 31, 2023 88.93%
June 30, 2023 87.07%
May 31, 2023 85.73%
April 30, 2023 85.73%
March 31, 2023 85.73%
February 28, 2023 85.60%
January 31, 2023 84.00%
December 31, 2022 84.00%
November 30, 2022 84.00%
October 31, 2022 84.00%
Date Value
September 30, 2022 84.00%
August 31, 2022 84.00%
July 31, 2022 84.00%
June 30, 2022 84.00%
May 31, 2022 84.00%
April 30, 2022 81.46%
March 31, 2022 81.46%
February 28, 2022 81.46%
January 31, 2022 81.46%
December 31, 2021 81.46%
November 30, 2021 81.46%
October 31, 2021 81.46%
September 30, 2021 81.46%
August 31, 2021 81.46%
July 31, 2021 81.46%
June 30, 2021 81.46%
May 31, 2021 81.46%
April 30, 2021 81.46%
March 31, 2021 81.46%
February 28, 2021 81.46%
January 31, 2021 81.46%
December 31, 2020 81.46%
November 30, 2020 81.46%
October 31, 2020 81.46%
September 30, 2020 81.46%

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

81.46%
Minimum
Nov 2019
92.60%
Maximum
Sep 2023
85.10%
Average
82.73%
Median

Max Drawdown (5Y) Benchmarks