Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 30.57%
September 30, 2024 30.57%
August 31, 2024 30.57%
July 31, 2024 30.57%
June 30, 2024 30.57%
May 31, 2024 30.57%
April 30, 2024 30.57%
March 31, 2024 30.57%
February 29, 2024 30.57%
January 31, 2024 30.57%
December 31, 2023 30.57%
November 30, 2023 30.57%
October 31, 2023 30.57%
September 30, 2023 26.94%
August 31, 2023 26.94%
July 31, 2023 26.94%
June 30, 2023 26.94%
May 31, 2023 26.94%
April 30, 2023 26.94%
March 31, 2023 26.94%
February 28, 2023 26.94%
January 31, 2023 26.94%
December 31, 2022 26.94%
November 30, 2022 26.94%
October 31, 2022 26.94%
Date Value
September 30, 2022 26.94%
August 31, 2022 29.03%
July 31, 2022 29.03%
June 30, 2022 31.09%
May 31, 2022 31.68%
April 30, 2022 33.25%
March 31, 2022 33.25%
February 28, 2022 33.25%
January 31, 2022 33.25%
December 31, 2021 33.25%
November 30, 2021 33.25%
October 31, 2021 33.25%
September 30, 2021 40.27%
August 31, 2021 42.02%
July 31, 2021 43.97%
June 30, 2021 44.24%
May 31, 2021 44.24%
April 30, 2021 44.24%
March 31, 2021 44.24%
February 28, 2021 44.24%
January 31, 2021 44.24%
December 31, 2020 44.24%
November 30, 2020 44.24%
October 31, 2020 44.24%
September 30, 2020 44.24%

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

26.94%
Minimum
Sep 2022
44.24%
Maximum
Nov 2019
35.20%
Average
32.46%
Median

Max Drawdown (5Y) Benchmarks