Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 96.36%
September 30, 2024 96.36%
August 31, 2024 96.36%
July 31, 2024 96.36%
June 30, 2024 96.36%
May 31, 2024 96.36%
April 30, 2024 96.36%
March 31, 2024 96.36%
February 29, 2024 96.36%
January 31, 2024 96.36%
December 31, 2023 96.36%
November 30, 2023 96.36%
October 31, 2023 96.36%
September 30, 2023 96.36%
August 31, 2023 96.36%
July 31, 2023 96.36%
June 30, 2023 96.36%
May 31, 2023 96.36%
April 30, 2023 95.96%
March 31, 2023 95.92%
February 28, 2023 95.76%
January 31, 2023 95.76%
December 31, 2022 95.72%
November 30, 2022 95.64%
October 31, 2022 95.64%
Date Value
September 30, 2022 95.64%
August 31, 2022 94.64%
July 31, 2022 94.36%
June 30, 2022 93.84%
May 31, 2022 93.26%
April 30, 2022 93.26%
March 31, 2022 93.26%
February 28, 2022 93.26%
January 31, 2022 93.26%
December 31, 2021 93.26%
November 30, 2021 93.26%
October 31, 2021 93.26%
September 30, 2021 93.26%
August 31, 2021 93.26%
July 31, 2021 93.26%
June 30, 2021 93.26%
May 31, 2021 93.26%
April 30, 2021 93.26%
March 31, 2021 93.26%
February 28, 2021 93.26%
January 31, 2021 93.26%
December 31, 2020 93.26%
November 30, 2020 93.26%
October 31, 2020 93.26%
September 30, 2020 93.26%

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

88.19%
Minimum
Nov 2019
96.36%
Maximum
May 2023
94.25%
Average
93.26%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks