Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 29.67%
August 31, 2024 29.67%
July 31, 2024 29.67%
June 30, 2024 29.67%
May 31, 2024 29.67%
April 30, 2024 29.67%
March 31, 2024 29.67%
February 29, 2024 29.67%
January 31, 2024 29.67%
December 31, 2023 29.67%
November 30, 2023 29.67%
October 31, 2023 29.67%
September 30, 2023 45.62%
August 31, 2023 45.62%
July 31, 2023 45.62%
June 30, 2023 45.62%
May 31, 2023 45.62%
April 30, 2023 45.62%
March 31, 2023 45.62%
February 28, 2023 45.62%
January 31, 2023 45.62%
December 31, 2022 45.62%
November 30, 2022 45.62%
October 31, 2022 45.62%
September 30, 2022 45.62%
Date Value
August 31, 2022 45.62%
July 31, 2022 45.62%
June 30, 2022 45.62%
May 31, 2022 45.62%
April 30, 2022 45.62%
March 31, 2022 45.62%
February 28, 2022 45.62%
January 31, 2022 45.62%
December 31, 2021 45.62%
November 30, 2021 45.62%
October 31, 2021 45.62%
September 30, 2021 45.62%
August 31, 2021 45.62%
July 31, 2021 45.62%
June 30, 2021 45.62%
May 31, 2021 45.62%
April 30, 2021 45.62%
March 31, 2021 45.62%
February 28, 2021 45.62%
January 31, 2021 45.62%
December 31, 2020 45.62%
November 30, 2020 45.62%
October 31, 2020 45.62%
September 30, 2020 45.62%
August 31, 2020 45.62%

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

29.67%
Minimum
Oct 2023
45.62%
Maximum
Nov 2019
42.38%
Average
45.62%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks