Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 42.70%
September 30, 2024 42.70%
August 31, 2024 42.70%
July 31, 2024 42.70%
June 30, 2024 42.70%
May 31, 2024 42.70%
April 30, 2024 42.70%
March 31, 2024 42.70%
February 29, 2024 42.70%
January 31, 2024 42.70%
December 31, 2023 42.70%
November 30, 2023 42.70%
October 31, 2023 42.70%
September 30, 2023 42.70%
August 31, 2023 42.70%
July 31, 2023 42.70%
June 30, 2023 42.70%
May 31, 2023 42.70%
April 30, 2023 42.70%
March 31, 2023 42.70%
February 28, 2023 42.70%
January 31, 2023 42.70%
December 31, 2022 42.70%
November 30, 2022 44.25%
October 31, 2022 44.25%
Date Value
September 30, 2022 44.25%
August 31, 2022 44.25%
July 31, 2022 44.25%
June 30, 2022 44.25%
May 31, 2022 44.25%
April 30, 2022 44.25%
March 31, 2022 44.25%
February 28, 2022 44.25%
January 31, 2022 44.25%
December 31, 2021 44.25%
November 30, 2021 44.25%
October 31, 2021 45.64%
September 30, 2021 45.64%
August 31, 2021 45.64%
July 31, 2021 45.64%
June 30, 2021 45.64%
May 31, 2021 45.64%
April 30, 2021 45.64%
March 31, 2021 45.64%
February 28, 2021 45.64%
January 31, 2021 46.35%
December 31, 2020 50.71%
November 30, 2020 51.70%
October 31, 2020 53.88%
September 30, 2020 53.88%

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

42.70%
Minimum
Dec 2022
53.88%
Maximum
Nov 2019
46.06%
Average
44.25%
Median
Nov 2021

Max Drawdown (5Y) Benchmarks