Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 91.26%
September 30, 2024 91.26%
August 31, 2024 91.07%
July 31, 2024 91.02%
June 30, 2024 90.85%
May 31, 2024 89.17%
April 30, 2024 88.05%
March 31, 2024 88.05%
February 29, 2024 88.05%
January 31, 2024 88.05%
December 31, 2023 88.05%
November 30, 2023 88.05%
October 31, 2023 87.66%
September 30, 2023 87.66%
August 31, 2023 87.66%
July 31, 2023 86.66%
June 30, 2023 86.46%
May 31, 2023 86.46%
April 30, 2023 86.46%
March 31, 2023 86.46%
February 28, 2023 86.46%
January 31, 2023 86.46%
December 31, 2022 86.46%
November 30, 2022 86.46%
October 31, 2022 86.46%
Date Value
September 30, 2022 86.46%
August 31, 2022 85.96%
July 31, 2022 85.36%
June 30, 2022 85.36%
May 31, 2022 74.32%
April 30, 2022 72.71%
March 31, 2022 72.71%
February 28, 2022 70.71%
January 31, 2022 70.71%
December 31, 2021 67.40%
November 30, 2021 64.89%
October 31, 2021 64.88%
September 30, 2021 64.88%
August 31, 2021 64.88%
July 31, 2021 64.88%
June 30, 2021 64.88%
May 31, 2021 64.88%
April 30, 2021 64.88%
March 31, 2021 64.88%
February 28, 2021 64.88%
January 31, 2021 64.88%
December 31, 2020 64.88%
November 30, 2020 64.88%
October 31, 2020 64.17%
September 30, 2020 60.82%

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

60.82%
Minimum
Nov 2019
91.26%
Maximum
Sep 2024
75.82%
Average
73.52%
Median