Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 87.13%
September 30, 2024 87.13%
August 31, 2024 85.11%
July 31, 2024 81.14%
June 30, 2024 81.14%
May 31, 2024 77.83%
April 30, 2024 77.59%
March 31, 2024 77.59%
February 29, 2024 77.59%
January 31, 2024 77.59%
December 31, 2023 77.59%
November 30, 2023 77.59%
October 31, 2023 77.59%
September 30, 2023 77.59%
August 31, 2023 77.59%
July 31, 2023 77.59%
June 30, 2023 77.59%
May 31, 2023 77.59%
April 30, 2023 77.59%
March 31, 2023 77.59%
February 28, 2023 77.59%
January 31, 2023 77.59%
December 31, 2022 77.59%
November 30, 2022 77.59%
October 31, 2022 73.96%
Date Value
September 30, 2022 64.24%
August 31, 2022 60.79%
July 31, 2022 60.79%
June 30, 2022 60.79%
May 31, 2022 60.36%
April 30, 2022 60.36%
March 31, 2022 60.36%
February 28, 2022 50.34%
January 31, 2022 43.76%
December 31, 2021 38.84%
November 30, 2021 35.70%
October 31, 2021 33.08%
September 30, 2021 28.32%
August 31, 2021 28.32%
July 31, 2021 28.32%
June 30, 2021 28.32%
May 31, 2021 28.32%
April 30, 2021 28.32%
March 31, 2021 28.32%
February 28, 2021 28.32%
January 31, 2021 30.73%
December 31, 2020 30.73%
November 30, 2020 30.73%
October 31, 2020 44.96%
September 30, 2020 53.18%

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

28.32%
Minimum
Feb 2021
87.13%
Maximum
Sep 2024
59.51%
Average
60.36%
Median
Mar 2022

Max Drawdown (5Y) Benchmarks