Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 82.95%
September 30, 2024 82.95%
August 31, 2024 82.95%
July 31, 2024 82.95%
June 30, 2024 82.95%
May 31, 2024 82.95%
April 30, 2024 82.95%
March 31, 2024 82.95%
February 29, 2024 82.95%
January 31, 2024 82.95%
December 31, 2023 82.95%
November 30, 2023 82.95%
October 31, 2023 82.62%
September 30, 2023 79.71%
August 31, 2023 74.61%
July 31, 2023 74.61%
June 30, 2023 74.61%
May 31, 2023 74.61%
April 30, 2023 74.61%
March 31, 2023 74.61%
February 28, 2023 74.61%
January 31, 2023 74.61%
December 31, 2022 74.61%
November 30, 2022 74.61%
October 31, 2022 74.61%
Date Value
September 30, 2022 74.61%
August 31, 2022 74.61%
July 31, 2022 74.61%
June 30, 2022 74.61%
May 31, 2022 74.61%
April 30, 2022 74.61%
March 31, 2022 74.61%
February 28, 2022 74.61%
January 31, 2022 74.61%
December 31, 2021 74.61%
November 30, 2021 74.61%
October 31, 2021 74.61%
September 30, 2021 74.61%
August 31, 2021 74.61%
July 31, 2021 74.61%
June 30, 2021 74.61%
May 31, 2021 74.61%
April 30, 2021 74.61%
March 31, 2021 74.61%
February 28, 2021 74.61%
January 31, 2021 74.61%
December 31, 2020 74.61%
November 30, 2020 74.61%
October 31, 2020 74.61%
September 30, 2020 74.61%

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

43.93%
Minimum
Nov 2019
82.95%
Maximum
Nov 2023
74.45%
Average
74.61%
Median
Mar 2020