Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 81.56%
September 30, 2024 81.56%
August 31, 2024 81.56%
July 31, 2024 79.01%
June 30, 2024 68.88%
May 31, 2024 68.88%
April 30, 2024 68.88%
March 31, 2024 68.88%
February 29, 2024 68.88%
January 31, 2024 68.88%
December 31, 2023 68.88%
November 30, 2023 68.88%
October 31, 2023 68.88%
September 30, 2023 68.88%
August 31, 2023 68.88%
July 31, 2023 68.88%
June 30, 2023 68.88%
May 31, 2023 68.88%
April 30, 2023 68.88%
March 31, 2023 67.93%
February 28, 2023 67.93%
January 31, 2023 67.93%
December 31, 2022 67.93%
November 30, 2022 67.93%
October 31, 2022 67.15%
Date Value
September 30, 2022 63.32%
August 31, 2022 52.97%
July 31, 2022 52.27%
June 30, 2022 45.07%
May 31, 2022 45.07%
April 30, 2022 45.07%
March 31, 2022 45.07%
February 28, 2022 45.07%
January 31, 2022 45.07%
December 31, 2021 45.07%
November 30, 2021 45.07%
October 31, 2021 45.07%
September 30, 2021 45.07%
August 31, 2021 45.07%
July 31, 2021 45.07%
June 30, 2021 45.07%
May 31, 2021 45.07%
April 30, 2021 45.07%
March 31, 2021 45.07%
February 28, 2021 45.07%
January 31, 2021 45.07%
December 31, 2020 45.07%
November 30, 2020 45.07%
October 31, 2020 45.07%
September 30, 2020 45.07%

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

25.99%
Minimum
Nov 2019
81.56%
Maximum
Aug 2024
54.97%
Average
45.07%
Median
Mar 2020