Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 74.69%
September 30, 2024 74.69%
August 31, 2024 74.69%
July 31, 2024 72.38%
June 30, 2024 72.34%
May 31, 2024 72.34%
April 30, 2024 71.55%
March 31, 2024 71.55%
February 29, 2024 71.55%
January 31, 2024 71.55%
December 31, 2023 71.55%
November 30, 2023 71.55%
October 31, 2023 71.55%
September 30, 2023 71.55%
August 31, 2023 71.55%
July 31, 2023 71.55%
June 30, 2023 71.55%
May 31, 2023 71.55%
April 30, 2023 71.55%
March 31, 2023 71.55%
February 28, 2023 71.55%
January 31, 2023 71.55%
December 31, 2022 71.55%
November 30, 2022 71.55%
October 31, 2022 71.55%
Date Value
September 30, 2022 71.55%
August 31, 2022 69.46%
July 31, 2022 69.46%
June 30, 2022 69.46%
May 31, 2022 69.46%
April 30, 2022 69.70%
March 31, 2022 69.70%
February 28, 2022 69.70%
January 31, 2022 69.70%
December 31, 2021 69.70%
November 30, 2021 69.70%
October 31, 2021 69.70%
September 30, 2021 69.70%
August 31, 2021 69.70%
July 31, 2021 69.70%
June 30, 2021 69.70%
May 31, 2021 69.70%
April 30, 2021 69.70%
March 31, 2021 69.70%
February 28, 2021 69.70%
January 31, 2021 69.70%
December 31, 2020 69.70%
November 30, 2020 69.70%
October 31, 2020 69.70%
September 30, 2020 69.70%

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

69.46%
Minimum
May 2022
74.69%
Maximum
Aug 2024
70.68%
Average
69.70%
Median
Nov 2019