Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 96.42%
September 30, 2024 96.42%
August 31, 2024 96.42%
July 31, 2024 96.42%
June 30, 2024 96.42%
May 31, 2024 96.42%
April 30, 2024 96.42%
March 31, 2024 96.14%
February 29, 2024 96.09%
January 31, 2024 95.84%
December 31, 2023 95.84%
November 30, 2023 95.84%
October 31, 2023 95.84%
September 30, 2023 95.37%
August 31, 2023 94.56%
July 31, 2023 94.52%
June 30, 2023 94.44%
May 31, 2023 94.12%
April 30, 2023 93.69%
March 31, 2023 93.16%
February 28, 2023 92.80%
January 31, 2023 92.80%
December 31, 2022 92.80%
November 30, 2022 91.77%
October 31, 2022 91.77%
Date Value
September 30, 2022 91.77%
August 31, 2022 91.77%
July 31, 2022 91.77%
June 30, 2022 91.77%
May 31, 2022 91.77%
April 30, 2022 90.42%
March 31, 2022 90.42%
February 28, 2022 88.44%
January 31, 2022 88.08%
December 31, 2021 83.31%
November 30, 2021 81.41%
October 31, 2021 81.41%
September 30, 2021 81.41%
August 31, 2021 81.41%
July 31, 2021 81.41%
June 30, 2021 81.41%
May 31, 2021 81.41%
April 30, 2021 81.41%
March 31, 2021 81.41%
February 28, 2021 81.41%
January 31, 2021 81.02%
December 31, 2020 81.02%
November 30, 2020 81.02%
October 31, 2020 81.02%
September 30, 2020 81.02%

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

76.13%
Minimum
Nov 2019
96.42%
Maximum
Apr 2024
88.02%
Average
91.09%
Median

Max Drawdown (5Y) Benchmarks