Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 100.0%
September 30, 2024 100.0%
August 31, 2024 100.0%
July 31, 2024 100.0%
June 30, 2024 100.0%
May 31, 2024 100.0%
April 30, 2024 100.0%
March 31, 2024 100.0%
February 29, 2024 100.0%
January 31, 2024 100.0%
December 31, 2023 100.0%
November 30, 2023 100.0%
October 31, 2023 100.0%
September 30, 2023 100.0%
August 31, 2023 100.0%
July 31, 2023 100.0%
June 30, 2023 100.0%
May 31, 2023 100.0%
April 30, 2023 100.00%
March 31, 2023 100.00%
February 28, 2023 100.00%
January 31, 2023 100.00%
December 31, 2022 100.00%
November 30, 2022 100.00%
October 31, 2022 100.00%
Date Value
September 30, 2022 100.00%
August 31, 2022 100.00%
July 31, 2022 100.00%
June 30, 2022 99.73%
May 31, 2022 99.72%
April 30, 2022 99.72%
March 31, 2022 92.82%
February 28, 2022 91.88%
January 31, 2022 90.39%
December 31, 2021 86.80%
November 30, 2021 80.17%
October 31, 2021 80.00%
September 30, 2021 80.00%
August 31, 2021 80.00%
July 31, 2021 80.00%
June 30, 2021 80.00%
May 31, 2021 80.00%
April 30, 2021 80.00%
March 31, 2021 80.00%
February 28, 2021 80.00%
January 31, 2021 80.00%
December 31, 2020 80.00%
November 30, 2020 80.00%
October 31, 2020 80.00%
September 30, 2020 80.00%

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

72.10%
Minimum
Nov 2019
100.0%
Maximum
May 2023
90.52%
Average
99.72%
Median
Apr 2022

Max Drawdown (5Y) Benchmarks