Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 83.52%
August 31, 2024 83.52%
July 31, 2024 83.52%
June 30, 2024 83.52%
May 31, 2024 83.52%
April 30, 2024 83.52%
March 31, 2024 83.52%
February 29, 2024 83.52%
January 31, 2024 83.52%
December 31, 2023 83.52%
November 30, 2023 83.52%
October 31, 2023 83.52%
September 30, 2023 83.52%
August 31, 2023 83.52%
July 31, 2023 83.52%
June 30, 2023 83.52%
May 31, 2023 83.52%
April 30, 2023 83.52%
March 31, 2023 83.52%
February 28, 2023 83.52%
January 31, 2023 83.52%
December 31, 2022 83.52%
November 30, 2022 83.52%
October 31, 2022 83.52%
September 30, 2022 83.52%
Date Value
August 31, 2022 80.69%
July 31, 2022 78.89%
June 30, 2022 76.29%
May 31, 2022 69.87%
April 30, 2022 69.87%
March 31, 2022 69.87%
February 28, 2022 69.87%
January 31, 2022 69.87%
December 31, 2021 70.57%
November 30, 2021 70.57%
October 31, 2021 70.57%
September 30, 2021 74.20%
August 31, 2021 74.20%
July 31, 2021 76.91%
June 30, 2021 77.66%
May 31, 2021 77.93%
April 30, 2021 77.93%
March 31, 2021 80.70%
February 28, 2021 81.51%
January 31, 2021 87.08%
December 31, 2020 87.86%
November 30, 2020 90.76%
October 31, 2020 92.39%
September 30, 2020 92.39%
August 31, 2020 92.39%

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

69.87%
Minimum
Jan 2022
92.84%
Maximum
Nov 2019
82.76%
Average
83.52%
Median
Sep 2022

Max Drawdown (5Y) Benchmarks