Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 61.33%
September 30, 2024 61.33%
August 31, 2024 61.33%
July 31, 2024 61.33%
June 30, 2024 61.33%
May 31, 2024 61.33%
April 30, 2024 61.33%
March 31, 2024 61.33%
February 29, 2024 61.33%
January 31, 2024 61.33%
December 31, 2023 61.33%
November 30, 2023 61.33%
October 31, 2023 61.33%
September 30, 2023 61.33%
August 31, 2023 61.33%
July 31, 2023 61.33%
June 30, 2023 61.33%
May 31, 2023 61.33%
April 30, 2023 58.73%
March 31, 2023 58.10%
February 28, 2023 55.96%
January 31, 2023 55.96%
December 31, 2022 54.86%
November 30, 2022 54.86%
October 31, 2022 52.93%
Date Value
September 30, 2022 52.75%
August 31, 2022 52.75%
July 31, 2022 52.75%
June 30, 2022 52.75%
May 31, 2022 52.75%
April 30, 2022 46.11%
March 31, 2022 46.11%
February 28, 2022 46.11%
January 31, 2022 46.11%
December 31, 2021 46.11%
November 30, 2021 46.11%
October 31, 2021 46.11%
September 30, 2021 46.11%
August 31, 2021 46.11%
July 31, 2021 46.11%
June 30, 2021 46.11%
May 31, 2021 46.11%
April 30, 2021 46.11%
March 31, 2021 46.11%
February 28, 2021 46.11%
January 31, 2021 46.11%
December 31, 2020 46.11%
November 30, 2020 46.11%
October 31, 2020 46.11%
September 30, 2020 46.11%

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

39.04%
Minimum
Nov 2019
61.33%
Maximum
May 2023
51.89%
Average
49.43%
Median

Max Drawdown (5Y) Benchmarks