Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 49.90%
September 30, 2024 49.90%
August 31, 2024 49.90%
July 31, 2024 49.90%
June 30, 2024 49.90%
May 31, 2024 49.90%
April 30, 2024 49.90%
March 31, 2024 49.90%
February 29, 2024 49.90%
January 31, 2024 49.90%
December 31, 2023 49.90%
November 30, 2023 49.90%
October 31, 2023 49.90%
September 30, 2023 49.90%
August 31, 2023 49.90%
July 31, 2023 49.90%
June 30, 2023 49.90%
May 31, 2023 49.90%
April 30, 2023 49.90%
March 31, 2023 49.90%
February 28, 2023 49.90%
January 31, 2023 49.90%
December 31, 2022 49.90%
November 30, 2022 49.90%
October 31, 2022 49.90%
Date Value
September 30, 2022 49.00%
August 31, 2022 47.81%
July 31, 2022 47.81%
June 30, 2022 47.81%
May 31, 2022 42.88%
April 30, 2022 40.52%
March 31, 2022 40.52%
February 28, 2022 40.52%
January 31, 2022 40.52%
December 31, 2021 40.52%
November 30, 2021 40.52%
October 31, 2021 40.52%
September 30, 2021 40.52%
August 31, 2021 40.52%
July 31, 2021 40.52%
June 30, 2021 40.52%
May 31, 2021 40.52%
April 30, 2021 40.52%
March 31, 2021 40.52%
February 28, 2021 40.52%
January 31, 2021 40.52%
December 31, 2020 40.52%
November 30, 2020 40.52%
October 31, 2020 40.52%
September 30, 2020 40.52%

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

24.33%
Minimum
Nov 2019
49.90%
Maximum
Oct 2022
43.90%
Average
41.70%
Median