Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 78.27%
August 31, 2024 78.27%
July 31, 2024 78.27%
June 30, 2024 78.27%
May 31, 2024 78.27%
April 30, 2024 78.27%
March 31, 2024 78.27%
February 29, 2024 78.27%
January 31, 2024 78.27%
December 31, 2023 78.27%
November 30, 2023 77.89%
October 31, 2023 77.89%
September 30, 2023 77.89%
August 31, 2023 77.89%
July 31, 2023 77.89%
June 30, 2023 77.89%
May 31, 2023 77.89%
April 30, 2023 77.89%
March 31, 2023 77.89%
February 28, 2023 77.89%
January 31, 2023 77.89%
December 31, 2022 77.89%
November 30, 2022 77.89%
October 31, 2022 77.89%
September 30, 2022 77.89%
Date Value
August 31, 2022 77.89%
July 31, 2022 77.89%
June 30, 2022 77.89%
May 31, 2022 77.89%
April 30, 2022 77.89%
March 31, 2022 77.89%
February 28, 2022 77.89%
January 31, 2022 77.89%
December 31, 2021 77.89%
November 30, 2021 77.89%
October 31, 2021 77.89%
September 30, 2021 77.89%
August 31, 2021 77.89%
July 31, 2021 77.89%
June 30, 2021 77.89%
May 31, 2021 77.89%
April 30, 2021 77.89%
March 31, 2021 77.89%
February 28, 2021 77.89%
January 31, 2021 79.92%
December 31, 2020 79.92%
November 30, 2020 90.36%
October 31, 2020 90.97%
September 30, 2020 90.97%
August 31, 2020 90.97%

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

77.89%
Minimum
Feb 2021
90.97%
Maximum
Nov 2019
80.89%
Average
77.89%
Median
Feb 2021

Max Drawdown (5Y) Benchmarks