Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 48.54%
September 30, 2024 48.54%
August 31, 2024 48.54%
July 31, 2024 48.54%
June 30, 2024 48.54%
May 31, 2024 48.54%
April 30, 2024 48.54%
March 31, 2024 48.54%
February 29, 2024 48.54%
January 31, 2024 48.54%
December 31, 2023 48.54%
November 30, 2023 48.54%
October 31, 2023 48.54%
September 30, 2023 48.54%
August 31, 2023 48.54%
July 31, 2023 48.54%
June 30, 2023 48.54%
May 31, 2023 48.54%
April 30, 2023 48.54%
March 31, 2023 48.54%
February 28, 2023 48.54%
January 31, 2023 48.54%
December 31, 2022 48.54%
November 30, 2022 48.54%
October 31, 2022 48.54%
Date Value
September 30, 2022 47.13%
August 31, 2022 46.69%
July 31, 2022 46.69%
June 30, 2022 41.81%
May 31, 2022 38.38%
April 30, 2022 38.38%
March 31, 2022 36.16%
February 28, 2022 36.16%
January 31, 2022 36.16%
December 31, 2021 36.16%
November 30, 2021 36.16%
October 31, 2021 36.16%
September 30, 2021 36.16%
August 31, 2021 36.16%
July 31, 2021 36.16%
June 30, 2021 36.16%
May 31, 2021 36.16%
April 30, 2021 36.16%
March 31, 2021 36.16%
February 28, 2021 36.16%
January 31, 2021 39.13%
December 31, 2020 40.16%
November 30, 2020 40.16%
October 31, 2020 40.16%
September 30, 2020 43.13%

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

36.16%
Minimum
Feb 2021
48.54%
Maximum
Oct 2022
44.09%
Average
46.40%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks