Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 46.92%
September 30, 2024 46.92%
August 31, 2024 46.92%
July 31, 2024 46.92%
June 30, 2024 46.92%
May 31, 2024 46.92%
April 30, 2024 46.92%
March 31, 2024 46.92%
February 29, 2024 46.92%
January 31, 2024 46.92%
December 31, 2023 46.92%
November 30, 2023 46.92%
October 31, 2023 46.92%
September 30, 2023 46.92%
August 31, 2023 46.92%
July 31, 2023 46.92%
June 30, 2023 46.92%
May 31, 2023 46.92%
April 30, 2023 46.92%
March 31, 2023 46.92%
February 28, 2023 46.92%
January 31, 2023 46.92%
December 31, 2022 46.92%
November 30, 2022 46.92%
October 31, 2022 46.92%
Date Value
September 30, 2022 46.92%
August 31, 2022 40.57%
July 31, 2022 40.39%
June 30, 2022 40.39%
May 31, 2022 36.92%
April 30, 2022 35.87%
March 31, 2022 35.87%
February 28, 2022 29.11%
January 31, 2022 26.51%
December 31, 2021 25.27%
November 30, 2021 25.27%
October 31, 2021 25.27%
September 30, 2021 25.27%
August 31, 2021 25.27%
July 31, 2021 25.27%
June 30, 2021 25.27%
May 31, 2021 25.27%
April 30, 2021 25.27%
March 31, 2021 25.27%
February 28, 2021 25.27%
January 31, 2021 25.27%
December 31, 2020 25.27%
November 30, 2020 25.27%
October 31, 2020 25.27%
September 30, 2020 25.27%

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

20.00%
Minimum
Nov 2019
46.92%
Maximum
Sep 2022
35.66%
Average
36.40%
Median

Max Drawdown (5Y) Benchmarks