Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 62.42%
September 30, 2024 62.42%
August 31, 2024 62.42%
July 31, 2024 62.42%
June 30, 2024 62.42%
May 31, 2024 62.42%
April 30, 2024 62.42%
March 31, 2024 62.42%
February 29, 2024 62.42%
January 31, 2024 62.42%
December 31, 2023 62.42%
November 30, 2023 62.42%
October 31, 2023 62.42%
September 30, 2023 62.00%
August 31, 2023 62.00%
July 31, 2023 62.00%
June 30, 2023 62.00%
May 31, 2023 62.00%
April 30, 2023 62.00%
March 31, 2023 61.67%
February 28, 2023 61.67%
January 31, 2023 61.67%
December 31, 2022 61.67%
November 30, 2022 61.67%
October 31, 2022 61.67%
Date Value
September 30, 2022 60.42%
August 31, 2022 56.67%
July 31, 2022 50.42%
June 30, 2022 50.42%
May 31, 2022 50.42%
April 30, 2022 50.42%
March 31, 2022 50.42%
February 28, 2022 50.42%
January 31, 2022 55.81%
December 31, 2021 55.81%
November 30, 2021 60.21%
October 31, 2021 60.21%
September 30, 2021 60.21%
August 31, 2021 60.21%
July 31, 2021 60.21%
June 30, 2021 60.21%
May 31, 2021 68.80%
April 30, 2021 68.80%
March 31, 2021 71.07%
February 28, 2021 77.91%
January 31, 2021 77.91%
December 31, 2020 85.78%
November 30, 2020 90.00%
October 31, 2020 90.00%
September 30, 2020 90.00%

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

50.42%
Minimum
Feb 2022
94.00%
Maximum
Nov 2019
68.44%
Average
62.42%
Median
Oct 2023

Max Drawdown (5Y) Benchmarks