Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 67.86%
September 30, 2024 67.86%
August 31, 2024 67.86%
July 31, 2024 67.86%
June 30, 2024 67.86%
May 31, 2024 67.86%
April 30, 2024 67.86%
March 31, 2024 67.86%
February 29, 2024 67.86%
January 31, 2024 67.86%
December 31, 2023 67.86%
November 30, 2023 67.86%
October 31, 2023 67.86%
September 30, 2023 66.77%
August 31, 2023 66.77%
July 31, 2023 66.77%
June 30, 2023 66.77%
May 31, 2023 66.77%
April 30, 2023 66.77%
March 31, 2023 66.77%
February 28, 2023 62.35%
January 31, 2023 62.35%
December 31, 2022 62.35%
November 30, 2022 62.35%
October 31, 2022 51.42%
Date Value
September 30, 2022 50.24%
August 31, 2022 44.07%
July 31, 2022 44.07%
June 30, 2022 44.07%
May 31, 2022 44.07%
April 30, 2022 44.07%
March 31, 2022 44.07%
February 28, 2022 40.18%
January 31, 2022 34.74%
December 31, 2021 34.74%
November 30, 2021 34.74%
October 31, 2021 34.74%
September 30, 2021 34.74%
August 31, 2021 34.74%
July 31, 2021 34.74%
June 30, 2021 34.74%
May 31, 2021 34.74%
April 30, 2021 34.74%
March 31, 2021 34.74%
February 28, 2021 34.74%
January 31, 2021 34.74%
December 31, 2020 34.74%
November 30, 2020 34.74%
October 31, 2020 34.74%
September 30, 2020 34.74%

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

23.43%
Minimum
Nov 2019
67.86%
Maximum
Oct 2023
48.30%
Average
44.07%
Median
Mar 2022