Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 66.89%
September 30, 2024 66.89%
August 31, 2024 66.89%
July 31, 2024 66.89%
June 30, 2024 66.89%
May 31, 2024 66.89%
April 30, 2024 66.89%
March 31, 2024 66.89%
February 29, 2024 66.89%
January 31, 2024 66.89%
December 31, 2023 66.89%
November 30, 2023 66.89%
October 31, 2023 66.89%
September 30, 2023 64.79%
August 31, 2023 64.79%
July 31, 2023 64.79%
June 30, 2023 64.79%
May 31, 2023 64.79%
April 30, 2023 64.79%
March 31, 2023 64.79%
February 28, 2023 64.79%
January 31, 2023 64.79%
December 31, 2022 64.79%
November 30, 2022 61.51%
October 31, 2022 61.29%
Date Value
September 30, 2022 59.65%
August 31, 2022 56.37%
July 31, 2022 56.37%
June 30, 2022 56.37%
May 31, 2022 55.77%
April 30, 2022 51.63%
March 31, 2022 50.27%
February 28, 2022 45.64%
January 31, 2022 44.20%
December 31, 2021 35.81%
November 30, 2021 35.81%
October 31, 2021 35.81%
September 30, 2021 35.81%
August 31, 2021 35.81%
July 31, 2021 35.81%
June 30, 2021 35.81%
May 31, 2021 35.81%
April 30, 2021 35.81%
March 31, 2021 35.81%
February 28, 2021 35.81%
January 31, 2021 35.81%
December 31, 2020 35.81%
November 30, 2020 35.81%
October 31, 2020 35.81%
September 30, 2020 35.81%

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

1.46%
Minimum
Nov 2019
66.89%
Maximum
Oct 2023
48.75%
Average
53.70%
Median