Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 45.85%
September 30, 2024 45.85%
August 31, 2024 45.85%
July 31, 2024 45.85%
June 30, 2024 45.85%
May 31, 2024 45.85%
April 30, 2024 45.85%
March 31, 2024 45.85%
February 29, 2024 45.85%
January 31, 2024 45.85%
December 31, 2023 45.85%
November 30, 2023 45.85%
October 31, 2023 45.85%
September 30, 2023 45.85%
August 31, 2023 45.85%
July 31, 2023 45.85%
June 30, 2023 45.85%
May 31, 2023 45.85%
April 30, 2023 45.85%
March 31, 2023 45.85%
February 28, 2023 45.85%
January 31, 2023 45.85%
December 31, 2022 45.85%
November 30, 2022 45.85%
October 31, 2022 45.79%
Date Value
September 30, 2022 43.98%
August 31, 2022 42.39%
July 31, 2022 42.39%
June 30, 2022 42.39%
May 31, 2022 40.82%
April 30, 2022 32.84%
March 31, 2022 32.30%
February 28, 2022 30.30%
January 31, 2022 30.30%
December 31, 2021 30.30%
November 30, 2021 30.30%
October 31, 2021 30.30%
September 30, 2021 30.30%
August 31, 2021 30.30%
July 31, 2021 30.30%
June 30, 2021 30.30%
May 31, 2021 30.30%
April 30, 2021 30.30%
March 31, 2021 30.30%
February 28, 2021 30.30%
January 31, 2021 30.30%
December 31, 2020 30.30%
November 30, 2020 30.30%
October 31, 2020 30.30%
September 30, 2020 30.30%

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

22.44%
Minimum
Nov 2019
45.85%
Maximum
Nov 2022
37.34%
Average
36.83%
Median