Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 91.17%
September 30, 2024 91.17%
August 31, 2024 91.17%
July 31, 2024 91.17%
June 30, 2024 91.17%
May 31, 2024 91.17%
April 30, 2024 91.17%
March 31, 2024 91.17%
February 29, 2024 91.17%
January 31, 2024 91.17%
December 31, 2023 91.17%
November 30, 2023 91.17%
October 31, 2023 91.17%
September 30, 2023 91.17%
August 31, 2023 89.46%
July 31, 2023 89.46%
June 30, 2023 89.46%
May 31, 2023 89.46%
April 30, 2023 89.29%
March 31, 2023 88.65%
February 28, 2023 88.65%
January 31, 2023 88.65%
December 31, 2022 88.65%
November 30, 2022 86.56%
October 31, 2022 83.76%
Date Value
September 30, 2022 83.24%
August 31, 2022 81.90%
July 31, 2022 81.90%
June 30, 2022 81.90%
May 31, 2022 81.90%
April 30, 2022 81.09%
March 31, 2022 81.09%
February 28, 2022 81.09%
January 31, 2022 81.09%
December 31, 2021 81.09%
November 30, 2021 73.98%
October 31, 2021 72.64%
September 30, 2021 72.64%
August 31, 2021 72.64%
July 31, 2021 72.64%
June 30, 2021 72.64%
May 31, 2021 72.64%
April 30, 2021 72.64%
March 31, 2021 72.64%
February 28, 2021 72.64%
January 31, 2021 72.64%
December 31, 2020 72.64%
November 30, 2020 72.64%
October 31, 2020 72.64%
September 30, 2020 72.64%

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

58.32%
Minimum
Nov 2019
91.17%
Maximum
Sep 2023
80.17%
Average
81.50%
Median

Max Drawdown (5Y) Benchmarks