Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 63.30%
September 30, 2024 63.30%
August 31, 2024 63.30%
July 31, 2024 63.30%
June 30, 2024 63.30%
May 31, 2024 63.30%
April 30, 2024 63.30%
March 31, 2024 63.30%
February 29, 2024 63.30%
January 31, 2024 63.30%
December 31, 2023 63.30%
November 30, 2023 64.84%
October 31, 2023 64.84%
September 30, 2023 64.84%
August 31, 2023 64.84%
July 31, 2023 64.84%
June 30, 2023 64.84%
May 31, 2023 64.84%
April 30, 2023 64.84%
March 31, 2023 64.84%
February 28, 2023 64.84%
January 31, 2023 64.84%
December 31, 2022 64.84%
November 30, 2022 64.84%
October 31, 2022 64.84%
Date Value
September 30, 2022 64.84%
August 31, 2022 64.84%
July 31, 2022 64.84%
June 30, 2022 64.84%
May 31, 2022 64.84%
April 30, 2022 64.84%
March 31, 2022 64.84%
February 28, 2022 64.84%
January 31, 2022 64.84%
December 31, 2021 64.84%
November 30, 2021 64.84%
October 31, 2021 64.84%
September 30, 2021 64.84%
August 31, 2021 64.84%
July 31, 2021 64.84%
June 30, 2021 64.84%
May 31, 2021 67.14%
April 30, 2021 67.14%
March 31, 2021 67.14%
February 28, 2021 67.14%
January 31, 2021 67.14%
December 31, 2020 67.14%
November 30, 2020 67.14%
October 31, 2020 67.14%
September 30, 2020 67.14%

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

63.30%
Minimum
Dec 2023
67.14%
Maximum
Nov 2019
65.28%
Average
64.84%
Median
Jun 2021