Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 47.50%
September 30, 2024 47.50%
August 31, 2024 47.50%
July 31, 2024 47.50%
June 30, 2024 47.50%
May 31, 2024 47.50%
April 30, 2024 47.50%
March 31, 2024 47.50%
February 29, 2024 47.50%
January 31, 2024 47.50%
December 31, 2023 47.50%
November 30, 2023 47.50%
October 31, 2023 47.50%
September 30, 2023 47.50%
August 31, 2023 47.50%
July 31, 2023 47.50%
June 30, 2023 47.50%
May 31, 2023 47.50%
April 30, 2023 47.50%
March 31, 2023 47.50%
February 28, 2023 47.50%
January 31, 2023 50.08%
December 31, 2022 50.08%
November 30, 2022 50.08%
October 31, 2022 55.07%
Date Value
September 30, 2022 55.72%
August 31, 2022 55.72%
July 31, 2022 55.72%
June 30, 2022 56.19%
May 31, 2022 57.80%
April 30, 2022 57.80%
March 31, 2022 57.92%
February 28, 2022 57.92%
January 31, 2022 58.55%
December 31, 2021 58.55%
November 30, 2021 60.98%
October 31, 2021 63.82%
September 30, 2021 66.31%
August 31, 2021 66.31%
July 31, 2021 66.31%
June 30, 2021 66.31%
May 31, 2021 66.31%
April 30, 2021 66.31%
March 31, 2021 66.31%
February 28, 2021 66.31%
January 31, 2021 66.31%
December 31, 2020 66.31%
November 30, 2020 66.31%
October 31, 2020 66.31%
September 30, 2020 66.31%

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

47.50%
Minimum
Feb 2023
66.31%
Maximum
Nov 2019
57.08%
Average
57.80%
Median
Apr 2022

Max Drawdown (5Y) Benchmarks