Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 87.13%
September 30, 2024 87.13%
August 31, 2024 87.13%
July 31, 2024 87.13%
June 30, 2024 87.13%
May 31, 2024 87.13%
April 30, 2024 87.13%
March 31, 2024 87.13%
February 29, 2024 87.13%
January 31, 2024 87.13%
December 31, 2023 87.13%
November 30, 2023 87.13%
October 31, 2023 87.13%
September 30, 2023 87.13%
August 31, 2023 87.13%
July 31, 2023 87.13%
June 30, 2023 87.13%
May 31, 2023 87.13%
April 30, 2023 83.79%
March 31, 2023 82.89%
February 28, 2023 72.45%
January 31, 2023 72.45%
December 31, 2022 71.70%
November 30, 2022 70.54%
October 31, 2022 70.54%
Date Value
September 30, 2022 68.52%
August 31, 2022 62.05%
July 31, 2022 59.96%
June 30, 2022 57.37%
May 31, 2022 56.09%
April 30, 2022 56.09%
March 31, 2022 56.09%
February 28, 2022 56.09%
January 31, 2022 56.09%
December 31, 2021 56.09%
November 30, 2021 56.09%
October 31, 2021 56.09%
September 30, 2021 56.09%
August 31, 2021 56.09%
July 31, 2021 56.09%
June 30, 2021 56.09%
May 31, 2021 56.09%
April 30, 2021 56.09%
March 31, 2021 56.09%
February 28, 2021 56.09%
January 31, 2021 56.09%
December 31, 2020 56.09%
November 30, 2020 56.09%
October 31, 2020 56.09%
September 30, 2020 56.09%

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

31.28%
Minimum
Nov 2019
87.13%
Maximum
May 2023
66.33%
Average
56.09%
Median
Mar 2020