Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 91.33%
September 30, 2024 91.33%
August 31, 2024 91.28%
July 31, 2024 91.28%
June 30, 2024 91.28%
May 31, 2024 91.28%
April 30, 2024 91.28%
March 31, 2024 91.28%
February 29, 2024 91.28%
January 31, 2024 91.28%
December 31, 2023 91.28%
November 30, 2023 91.28%
October 31, 2023 91.28%
September 30, 2023 91.28%
August 31, 2023 91.28%
July 31, 2023 91.28%
June 30, 2023 91.28%
May 31, 2023 91.28%
April 30, 2023 91.28%
March 31, 2023 91.28%
February 28, 2023 91.28%
January 31, 2023 91.28%
December 31, 2022 91.28%
November 30, 2022 91.28%
October 31, 2022 91.28%
Date Value
September 30, 2022 91.28%
August 31, 2022 91.28%
July 31, 2022 91.28%
June 30, 2022 91.28%
May 31, 2022 91.28%
April 30, 2022 91.28%
March 31, 2022 91.28%
February 28, 2022 91.28%
January 31, 2022 91.28%
December 31, 2021 91.28%
November 30, 2021 95.30%
October 31, 2021 97.37%
September 30, 2021 98.74%
August 31, 2021 98.81%
July 31, 2021 98.85%
June 30, 2021 98.86%
May 31, 2021 98.86%
April 30, 2021 98.93%
March 31, 2021 99.02%
February 28, 2021 99.18%
January 31, 2021 99.18%
December 31, 2020 99.18%
November 30, 2020 99.18%
October 31, 2020 99.22%
September 30, 2020 99.22%

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.

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Max Drawdown (5Y) Range, Past 5 Years

91.28%
Minimum
Dec 2021
99.22%
Maximum
Nov 2019
94.45%
Average
91.28%
Median
Dec 2021

Max Drawdown (5Y) Benchmarks