Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 84.39%
September 30, 2024 84.39%
August 31, 2024 84.39%
July 31, 2024 84.39%
June 30, 2024 84.39%
May 31, 2024 85.68%
April 30, 2024 88.59%
March 31, 2024 88.59%
February 29, 2024 88.59%
January 31, 2024 88.59%
December 31, 2023 88.59%
November 30, 2023 88.59%
October 31, 2023 88.59%
September 30, 2023 88.59%
August 31, 2023 88.59%
July 31, 2023 88.59%
June 30, 2023 88.59%
May 31, 2023 88.59%
April 30, 2023 88.59%
March 31, 2023 88.59%
February 28, 2023 88.59%
January 31, 2023 88.59%
December 31, 2022 88.59%
November 30, 2022 88.59%
October 31, 2022 88.59%
Date Value
September 30, 2022 88.59%
August 31, 2022 88.59%
July 31, 2022 88.59%
June 30, 2022 88.59%
May 31, 2022 88.59%
April 30, 2022 88.59%
March 31, 2022 88.59%
February 28, 2022 88.59%
January 31, 2022 88.59%
December 31, 2021 88.59%
November 30, 2021 88.59%
October 31, 2021 88.59%
September 30, 2021 88.59%
August 31, 2021 88.59%
July 31, 2021 88.59%
June 30, 2021 88.59%
May 31, 2021 88.59%
April 30, 2021 88.59%
March 31, 2021 88.59%
February 28, 2021 88.59%
January 31, 2021 88.59%
December 31, 2020 88.59%
November 30, 2020 88.59%
October 31, 2020 88.59%
September 30, 2020 88.59%

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

84.39%
Minimum
Jun 2024
88.59%
Maximum
Nov 2019
88.19%
Average
88.59%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks