Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 30.91%
September 30, 2024 30.91%
August 31, 2024 30.91%
July 31, 2024 30.91%
June 30, 2024 30.91%
May 31, 2024 30.91%
April 30, 2024 30.91%
March 31, 2024 30.91%
February 29, 2024 30.91%
January 31, 2024 30.91%
December 31, 2023 30.91%
November 30, 2023 33.60%
October 31, 2023 42.48%
September 30, 2023 45.07%
August 31, 2023 45.07%
July 31, 2023 45.07%
June 30, 2023 45.07%
May 31, 2023 45.07%
April 30, 2023 45.07%
March 31, 2023 45.07%
February 28, 2023 45.07%
January 31, 2023 45.07%
December 31, 2022 45.07%
November 30, 2022 45.07%
October 31, 2022 45.07%
Date Value
September 30, 2022 45.07%
August 31, 2022 45.07%
July 31, 2022 45.07%
June 30, 2022 45.07%
May 31, 2022 45.07%
April 30, 2022 45.07%
March 31, 2022 45.07%
February 28, 2022 45.07%
January 31, 2022 45.07%
December 31, 2021 45.07%
November 30, 2021 45.07%
October 31, 2021 45.07%
September 30, 2021 45.07%
August 31, 2021 45.07%
July 31, 2021 45.07%
June 30, 2021 45.07%
May 31, 2021 45.07%
April 30, 2021 45.07%
March 31, 2021 45.07%
February 28, 2021 45.07%
January 31, 2021 45.07%
December 31, 2020 45.07%
November 30, 2020 45.07%
October 31, 2020 45.07%
September 30, 2020 45.07%

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

30.91%
Minimum
Dec 2023
45.07%
Maximum
Nov 2019
42.24%
Average
45.07%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks