Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 77.49%
September 30, 2024 77.49%
August 31, 2024 77.49%
July 31, 2024 77.49%
June 30, 2024 77.49%
May 31, 2024 79.94%
April 30, 2024 79.94%
March 31, 2024 79.94%
February 29, 2024 82.45%
January 31, 2024 82.45%
December 31, 2023 82.45%
November 30, 2023 82.45%
October 31, 2023 82.45%
September 30, 2023 82.45%
August 31, 2023 82.45%
July 31, 2023 82.45%
June 30, 2023 82.45%
May 31, 2023 82.45%
April 30, 2023 82.45%
March 31, 2023 82.45%
February 28, 2023 82.45%
January 31, 2023 82.45%
December 31, 2022 82.45%
November 30, 2022 82.45%
October 31, 2022 82.45%
Date Value
September 30, 2022 82.45%
August 31, 2022 82.45%
July 31, 2022 82.45%
June 30, 2022 82.45%
May 31, 2022 82.45%
April 30, 2022 82.45%
March 31, 2022 82.45%
February 28, 2022 82.45%
January 31, 2022 82.45%
December 31, 2021 82.45%
November 30, 2021 82.45%
October 31, 2021 82.45%
September 30, 2021 82.45%
August 31, 2021 82.45%
July 31, 2021 82.45%
June 30, 2021 82.45%
May 31, 2021 82.45%
April 30, 2021 82.45%
March 31, 2021 82.45%
February 28, 2021 82.45%
January 31, 2021 82.45%
December 31, 2020 82.45%
November 30, 2020 82.45%
October 31, 2020 83.99%
September 30, 2020 83.99%

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

77.49%
Minimum
Jun 2024
83.99%
Maximum
Nov 2019
82.22%
Average
82.45%
Median
Nov 2020

Max Drawdown (5Y) Benchmarks