Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 81.63%
September 30, 2024 81.63%
August 31, 2024 81.63%
July 31, 2024 80.20%
June 30, 2024 79.03%
May 31, 2024 76.42%
April 30, 2024 76.37%
March 31, 2024 76.35%
February 29, 2024 76.14%
January 31, 2024 74.77%
December 31, 2023 74.77%
November 30, 2023 74.77%
October 31, 2023 74.77%
September 30, 2023 72.59%
August 31, 2023 72.59%
July 31, 2023 72.59%
June 30, 2023 72.59%
May 31, 2023 72.59%
April 30, 2023 69.52%
March 31, 2023 65.79%
February 28, 2023 64.10%
January 31, 2023 64.10%
December 31, 2022 64.10%
November 30, 2022 64.10%
October 31, 2022 64.10%
Date Value
September 30, 2022 64.10%
August 31, 2022 64.10%
July 31, 2022 64.10%
June 30, 2022 64.10%
May 31, 2022 64.10%
April 30, 2022 64.10%
March 31, 2022 64.10%
February 28, 2022 64.10%
January 31, 2022 64.10%
December 31, 2021 64.10%
November 30, 2021 64.10%
October 31, 2021 64.10%
September 30, 2021 64.10%
August 31, 2021 64.10%
July 31, 2021 64.10%
June 30, 2021 64.10%
May 31, 2021 64.10%
April 30, 2021 64.10%
March 31, 2021 64.10%
February 28, 2021 64.10%
January 31, 2021 64.10%
December 31, 2020 64.10%
November 30, 2020 64.10%
October 31, 2020 64.10%
September 30, 2020 64.10%

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.

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Max Drawdown (5Y) Range, Past 5 Years

58.82%
Minimum
Nov 2019
81.63%
Maximum
Aug 2024
67.49%
Average
64.10%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks