Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 81.10%
September 30, 2024 81.10%
August 31, 2024 81.10%
July 31, 2024 81.10%
June 30, 2024 81.10%
May 31, 2024 81.10%
April 30, 2024 81.10%
March 31, 2024 81.10%
February 29, 2024 81.10%
January 31, 2024 80.86%
December 31, 2023 80.37%
November 30, 2023 80.37%
October 31, 2023 79.26%
September 30, 2023 75.34%
August 31, 2023 71.17%
July 31, 2023 71.17%
June 30, 2023 71.17%
May 31, 2023 71.17%
April 30, 2023 69.33%
March 31, 2023 69.33%
February 28, 2023 69.33%
January 31, 2023 69.33%
December 31, 2022 69.33%
November 30, 2022 69.33%
October 31, 2022 69.33%
Date Value
September 30, 2022 69.33%
August 31, 2022 69.33%
July 31, 2022 69.33%
June 30, 2022 69.33%
May 31, 2022 69.33%
April 30, 2022 69.33%
March 31, 2022 66.75%
February 28, 2022 62.56%
January 31, 2022 62.56%
December 31, 2021 62.56%
November 30, 2021 62.56%
October 31, 2021 62.56%
September 30, 2021 62.56%
August 31, 2021 62.56%
July 31, 2021 62.56%
June 30, 2021 62.56%
May 31, 2021 62.56%
April 30, 2021 62.56%
March 31, 2021 62.56%
February 28, 2021 62.56%
January 31, 2021 62.56%
December 31, 2020 62.56%
November 30, 2020 62.56%
October 31, 2020 62.56%
September 30, 2020 62.56%

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

62.56%
Minimum
Nov 2019
81.10%
Maximum
Feb 2024
68.84%
Average
69.33%
Median
Apr 2022

Max Drawdown (5Y) Benchmarks