Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 59.38%
September 30, 2024 59.38%
August 31, 2024 59.38%
July 31, 2024 59.38%
June 30, 2024 59.38%
May 31, 2024 59.38%
April 30, 2024 59.38%
March 31, 2024 59.38%
February 29, 2024 59.38%
January 31, 2024 59.38%
December 31, 2023 59.38%
November 30, 2023 59.38%
October 31, 2023 59.38%
September 30, 2023 59.38%
August 31, 2023 59.38%
July 31, 2023 59.38%
June 30, 2023 59.38%
May 31, 2023 59.38%
April 30, 2023 59.38%
March 31, 2023 59.38%
February 28, 2023 59.38%
January 31, 2023 59.38%
December 31, 2022 59.38%
November 30, 2022 59.38%
October 31, 2022 59.38%
Date Value
September 30, 2022 59.38%
August 31, 2022 59.38%
July 31, 2022 59.38%
June 30, 2022 59.38%
May 31, 2022 59.38%
April 30, 2022 59.38%
March 31, 2022 59.38%
February 28, 2022 59.38%
January 31, 2022 59.38%
December 31, 2021 59.38%
November 30, 2021 59.38%
October 31, 2021 59.38%
September 30, 2021 59.38%
August 31, 2021 59.38%
July 31, 2021 59.38%
June 30, 2021 59.38%
May 31, 2021 59.38%
April 30, 2021 59.38%
March 31, 2021 59.38%
February 28, 2021 59.38%
January 31, 2021 65.70%
December 31, 2020 71.65%
November 30, 2020 82.21%
October 31, 2020 83.32%
September 30, 2020 83.32%

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

59.38%
Minimum
Feb 2021
90.94%
Maximum
Nov 2019
65.39%
Average
59.38%
Median
Feb 2021

Max Drawdown (5Y) Benchmarks