Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 97.76%
September 30, 2024 95.74%
August 31, 2024 95.74%
July 31, 2024 95.74%
June 30, 2024 95.74%
May 31, 2024 95.74%
April 30, 2024 95.74%
March 31, 2024 95.74%
February 29, 2024 95.74%
January 31, 2024 95.74%
December 31, 2023 95.35%
November 30, 2023 95.35%
October 31, 2023 93.02%
September 30, 2023 92.57%
August 31, 2023 91.59%
July 31, 2023 91.56%
June 30, 2023 89.50%
May 31, 2023 87.81%
April 30, 2023 87.81%
March 31, 2023 87.81%
February 28, 2023 87.36%
January 31, 2023 78.16%
December 31, 2022 78.16%
November 30, 2022 78.16%
October 31, 2022 78.16%
Date Value
September 30, 2022 78.16%
August 31, 2022 78.16%
July 31, 2022 78.16%
June 30, 2022 78.16%
May 31, 2022 80.60%
April 30, 2022 81.17%
March 31, 2022 82.41%
February 28, 2022 85.67%
January 31, 2022 85.94%
December 31, 2021 85.94%
November 30, 2021 85.94%
October 31, 2021 85.94%
September 30, 2021 85.94%
August 31, 2021 85.94%
July 31, 2021 85.94%
June 30, 2021 85.94%
May 31, 2021 85.94%
April 30, 2021 85.94%
March 31, 2021 87.58%
February 28, 2021 87.92%
January 31, 2021 90.57%
December 31, 2020 91.50%
November 30, 2020 95.14%
October 31, 2020 95.56%
September 30, 2020 95.56%

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

78.16%
Minimum
Jun 2022
97.76%
Maximum
Oct 2024
89.55%
Average
91.03%
Median

Max Drawdown (5Y) Benchmarks