Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 67.89%
September 30, 2024 67.89%
August 31, 2024 67.89%
July 31, 2024 67.89%
June 30, 2024 67.89%
May 31, 2024 67.89%
April 30, 2024 67.89%
March 31, 2024 67.89%
February 29, 2024 67.89%
January 31, 2024 67.89%
December 31, 2023 67.89%
November 30, 2023 67.89%
October 31, 2023 67.89%
September 30, 2023 67.89%
August 31, 2023 67.89%
July 31, 2023 67.89%
June 30, 2023 67.89%
May 31, 2023 67.89%
April 30, 2023 67.89%
March 31, 2023 67.89%
February 28, 2023 67.89%
January 31, 2023 67.89%
December 31, 2022 67.89%
November 30, 2022 67.89%
October 31, 2022 67.89%
Date Value
September 30, 2022 67.89%
August 31, 2022 67.89%
July 31, 2022 67.89%
June 30, 2022 62.80%
May 31, 2022 62.44%
April 30, 2022 65.27%
March 31, 2022 65.27%
February 28, 2022 69.37%
January 31, 2022 69.37%
December 31, 2021 71.01%
November 30, 2021 71.01%
October 31, 2021 71.01%
September 30, 2021 73.84%
August 31, 2021 73.84%
July 31, 2021 73.84%
June 30, 2021 73.84%
May 31, 2021 73.84%
April 30, 2021 73.84%
March 31, 2021 75.48%
February 28, 2021 76.05%
January 31, 2021 80.69%
December 31, 2020 83.80%
November 30, 2020 90.66%
October 31, 2020 92.19%
September 30, 2020 92.19%

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

62.44%
Minimum
May 2022
92.19%
Maximum
Nov 2019
74.41%
Average
67.89%
Median
Jul 2022

Max Drawdown (5Y) Benchmarks