Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 75.07%
September 30, 2024 75.07%
August 31, 2024 75.07%
July 31, 2024 75.07%
June 30, 2024 75.07%
May 31, 2024 75.07%
April 30, 2024 75.07%
March 31, 2024 75.07%
February 29, 2024 75.07%
January 31, 2024 75.07%
December 31, 2023 75.07%
November 30, 2023 75.07%
October 31, 2023 76.15%
September 30, 2023 76.41%
August 31, 2023 76.41%
July 31, 2023 76.41%
June 30, 2023 76.41%
May 31, 2023 76.41%
April 30, 2023 76.41%
March 31, 2023 76.41%
February 28, 2023 76.41%
January 31, 2023 76.41%
December 31, 2022 76.41%
November 30, 2022 76.41%
October 31, 2022 76.41%
Date Value
September 30, 2022 76.41%
August 31, 2022 76.41%
July 31, 2022 76.41%
June 30, 2022 76.48%
May 31, 2022 77.10%
April 30, 2022 77.17%
March 31, 2022 77.17%
February 28, 2022 77.17%
January 31, 2022 77.17%
December 31, 2021 77.17%
November 30, 2021 77.17%
October 31, 2021 77.17%
September 30, 2021 77.17%
August 31, 2021 79.04%
July 31, 2021 79.04%
June 30, 2021 79.04%
May 31, 2021 79.04%
April 30, 2021 79.04%
March 31, 2021 79.04%
February 28, 2021 79.04%
January 31, 2021 79.04%
December 31, 2020 79.04%
November 30, 2020 80.67%
October 31, 2020 80.67%
September 30, 2020 80.67%

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

75.07%
Minimum
Nov 2023
80.67%
Maximum
Nov 2019
77.57%
Average
77.14%
Median