Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 77.60%
September 30, 2024 77.60%
August 31, 2024 77.60%
July 31, 2024 77.60%
June 30, 2024 77.60%
May 31, 2024 77.60%
April 30, 2024 77.60%
March 31, 2024 77.60%
February 29, 2024 77.60%
January 31, 2024 77.60%
December 31, 2023 77.60%
November 30, 2023 77.60%
October 31, 2023 77.60%
September 30, 2023 77.60%
August 31, 2023 77.60%
July 31, 2023 77.60%
June 30, 2023 77.60%
May 31, 2023 77.60%
April 30, 2023 77.60%
March 31, 2023 77.60%
February 28, 2023 77.60%
January 31, 2023 77.60%
December 31, 2022 77.60%
November 30, 2022 77.60%
October 31, 2022 77.60%
Date Value
September 30, 2022 77.46%
August 31, 2022 69.48%
July 31, 2022 68.45%
June 30, 2022 68.45%
May 31, 2022 68.45%
April 30, 2022 68.44%
March 31, 2022 66.22%
February 28, 2022 62.98%
January 31, 2022 62.98%
December 31, 2021 62.98%
November 30, 2021 62.77%
October 31, 2021 62.77%
September 30, 2021 62.77%
August 31, 2021 62.77%
July 31, 2021 62.77%
June 30, 2021 62.77%
May 31, 2021 62.77%
April 30, 2021 62.77%
March 31, 2021 62.77%
February 28, 2021 62.77%
January 31, 2021 62.77%
December 31, 2020 62.77%
November 30, 2020 62.77%
October 31, 2020 62.77%
September 30, 2020 62.77%

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

54.85%
Minimum
Nov 2019
77.60%
Maximum
Oct 2022
69.15%
Average
68.44%
Median

Max Drawdown (5Y) Benchmarks