Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 89.23%
September 30, 2024 89.23%
August 31, 2024 89.23%
July 31, 2024 89.23%
June 30, 2024 89.23%
May 31, 2024 89.23%
April 30, 2024 89.23%
March 31, 2024 89.23%
February 29, 2024 89.19%
January 31, 2024 89.19%
December 31, 2023 89.19%
November 30, 2023 89.19%
October 31, 2023 89.19%
September 30, 2023 89.19%
August 31, 2023 89.19%
July 31, 2023 89.19%
June 30, 2023 89.19%
May 31, 2023 89.19%
April 30, 2023 89.19%
March 31, 2023 89.19%
February 28, 2023 89.19%
January 31, 2023 89.19%
December 31, 2022 89.19%
November 30, 2022 89.19%
October 31, 2022 89.19%
Date Value
September 30, 2022 89.19%
August 31, 2022 88.73%
July 31, 2022 88.57%
June 30, 2022 88.29%
May 31, 2022 87.27%
April 30, 2022 87.27%
March 31, 2022 87.27%
February 28, 2022 87.27%
January 31, 2022 87.27%
December 31, 2021 87.27%
November 30, 2021 84.64%
October 31, 2021 80.16%
September 30, 2021 71.47%
August 31, 2021 69.63%
July 31, 2021 68.92%
June 30, 2021 66.05%
May 31, 2021 66.03%
April 30, 2021 53.01%
March 31, 2021 43.87%
February 28, 2021 43.87%
January 31, 2021 43.87%
December 31, 2020 43.87%
November 30, 2020 43.87%
October 31, 2020 43.87%
September 30, 2020 43.87%

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

43.87%
Minimum
Nov 2019
89.23%
Maximum
Mar 2024
73.57%
Average
87.27%
Median
Dec 2021

Max Drawdown (5Y) Benchmarks