Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 71.49%
September 30, 2024 71.49%
August 31, 2024 71.49%
July 31, 2024 71.49%
June 30, 2024 70.84%
May 31, 2024 70.84%
April 30, 2024 70.84%
March 31, 2024 70.84%
February 29, 2024 70.84%
January 31, 2024 70.84%
December 31, 2023 70.84%
November 30, 2023 70.84%
October 31, 2023 70.38%
September 30, 2023 66.43%
August 31, 2023 65.37%
July 31, 2023 52.60%
June 30, 2023 52.60%
May 31, 2023 52.60%
April 30, 2023 52.60%
March 31, 2023 52.60%
February 28, 2023 52.60%
January 31, 2023 52.60%
December 31, 2022 52.60%
November 30, 2022 52.60%
October 31, 2022 52.60%
Date Value
September 30, 2022 52.60%
August 31, 2022 52.60%
July 31, 2022 52.60%
June 30, 2022 52.60%
May 31, 2022 52.60%
April 30, 2022 51.52%
March 31, 2022 51.52%
February 28, 2022 51.52%
January 31, 2022 51.52%
December 31, 2021 51.52%
November 30, 2021 51.52%
October 31, 2021 51.52%
September 30, 2021 51.52%
August 31, 2021 51.52%
July 31, 2021 51.52%
June 30, 2021 51.52%
May 31, 2021 51.52%
April 30, 2021 53.29%
March 31, 2021 53.29%
February 28, 2021 53.29%
January 31, 2021 53.29%
December 31, 2020 53.29%
November 30, 2020 53.29%
October 31, 2020 53.29%
September 30, 2020 53.29%

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

51.52%
Minimum
May 2021
71.49%
Maximum
Jul 2024
57.02%
Average
53.29%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks