Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 66.22%
September 30, 2024 66.22%
August 31, 2024 66.22%
July 31, 2024 66.22%
June 30, 2024 66.22%
May 31, 2024 66.22%
April 30, 2024 66.22%
March 31, 2024 66.22%
February 29, 2024 66.22%
January 31, 2024 65.43%
December 31, 2023 59.86%
November 30, 2023 57.44%
October 31, 2023 56.63%
September 30, 2023 55.31%
August 31, 2023 55.31%
July 31, 2023 55.31%
June 30, 2023 55.31%
May 31, 2023 55.31%
April 30, 2023 55.31%
March 31, 2023 55.31%
February 28, 2023 55.31%
January 31, 2023 55.31%
December 31, 2022 55.31%
November 30, 2022 55.31%
October 31, 2022 55.31%
Date Value
September 30, 2022 47.73%
August 31, 2022 45.46%
July 31, 2022 45.46%
June 30, 2022 45.46%
May 31, 2022 45.46%
April 30, 2022 43.49%
March 31, 2022 41.14%
February 28, 2022 41.14%
January 31, 2022 41.14%
December 31, 2021 41.14%
November 30, 2021 41.14%
October 31, 2021 41.14%
September 30, 2021 41.14%
August 31, 2021 41.14%
July 31, 2021 41.14%
June 30, 2021 41.14%
May 31, 2021 41.14%
April 30, 2021 41.14%
March 31, 2021 41.14%
February 28, 2021 41.14%
January 31, 2021 41.14%
December 31, 2020 41.14%
November 30, 2020 41.14%
October 31, 2020 41.14%
September 30, 2020 41.14%

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

37.62%
Minimum
Nov 2019
66.22%
Maximum
Feb 2024
49.19%
Average
44.47%
Median