Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 59.10%
September 30, 2024 59.10%
August 31, 2024 59.10%
July 31, 2024 59.10%
June 30, 2024 59.10%
May 31, 2024 59.10%
April 30, 2024 59.10%
March 31, 2024 59.10%
February 29, 2024 61.96%
January 31, 2024 63.07%
December 31, 2023 65.57%
November 30, 2023 67.85%
October 31, 2023 70.93%
September 30, 2023 71.16%
August 31, 2023 71.16%
July 31, 2023 71.16%
June 30, 2023 71.16%
May 31, 2023 71.16%
April 30, 2023 71.16%
March 31, 2023 71.16%
February 28, 2023 71.16%
January 31, 2023 71.16%
December 31, 2022 71.16%
November 30, 2022 71.16%
October 31, 2022 71.16%
Date Value
September 30, 2022 71.16%
August 31, 2022 71.16%
July 31, 2022 71.16%
June 30, 2022 71.16%
May 31, 2022 71.16%
April 30, 2022 71.16%
March 31, 2022 71.16%
February 28, 2022 71.16%
January 31, 2022 71.16%
December 31, 2021 71.16%
November 30, 2021 71.16%
October 31, 2021 71.16%
September 30, 2021 71.16%
August 31, 2021 71.52%
July 31, 2021 71.52%
June 30, 2021 72.15%
May 31, 2021 72.15%
April 30, 2021 73.63%
March 31, 2021 74.43%
February 28, 2021 74.43%
January 31, 2021 74.43%
December 31, 2020 74.43%
November 30, 2020 77.38%
October 31, 2020 77.38%
September 30, 2020 77.38%

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

59.10%
Minimum
Mar 2024
77.38%
Maximum
Nov 2019
70.77%
Average
71.16%
Median
Sep 2021