Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 90.85%
September 30, 2024 90.85%
August 31, 2024 90.85%
July 31, 2024 90.85%
June 30, 2024 90.85%
May 31, 2024 90.85%
April 30, 2024 90.85%
March 31, 2024 90.85%
February 29, 2024 90.85%
January 31, 2024 90.85%
December 31, 2023 90.85%
November 30, 2023 90.85%
October 31, 2023 90.85%
September 30, 2023 88.40%
August 31, 2023 83.91%
July 31, 2023 81.63%
June 30, 2023 81.36%
May 31, 2023 80.29%
April 30, 2023 79.22%
March 31, 2023 76.14%
February 28, 2023 76.14%
January 31, 2023 76.14%
December 31, 2022 76.14%
November 30, 2022 75.46%
October 31, 2022 75.46%
Date Value
September 30, 2022 75.46%
August 31, 2022 75.46%
July 31, 2022 75.46%
June 30, 2022 75.46%
May 31, 2022 75.46%
April 30, 2022 75.46%
March 31, 2022 75.46%
February 28, 2022 75.46%
January 31, 2022 75.46%
December 31, 2021 75.46%
November 30, 2021 75.46%
October 31, 2021 75.46%
September 30, 2021 75.46%
August 31, 2021 75.46%
July 31, 2021 75.46%
June 30, 2021 75.46%
May 31, 2021 75.46%
April 30, 2021 75.46%
March 31, 2021 81.80%
February 28, 2021 87.38%
January 31, 2021 87.38%
December 31, 2020 88.18%
November 30, 2020 89.09%
October 31, 2020 89.09%
September 30, 2020 89.09%

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.

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Max Drawdown (5Y) Range, Past 5 Years

75.46%
Minimum
Apr 2021
90.85%
Maximum
Oct 2023
83.21%
Average
85.64%
Median

Max Drawdown (5Y) Benchmarks