Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 50.99%
August 31, 2024 50.99%
July 31, 2024 50.99%
June 30, 2024 50.99%
May 31, 2024 50.99%
April 30, 2024 50.99%
March 31, 2024 50.99%
February 29, 2024 50.99%
January 31, 2024 50.99%
December 31, 2023 50.99%
November 30, 2023 50.99%
October 31, 2023 50.99%
September 30, 2023 50.99%
August 31, 2023 50.99%
July 31, 2023 50.99%
June 30, 2023 50.99%
May 31, 2023 50.99%
April 30, 2023 50.99%
March 31, 2023 50.99%
February 28, 2023 50.99%
January 31, 2023 50.99%
December 31, 2022 50.99%
November 30, 2022 50.99%
October 31, 2022 50.99%
September 30, 2022 50.99%
Date Value
August 31, 2022 50.99%
July 31, 2022 50.99%
June 30, 2022 50.99%
May 31, 2022 50.99%
April 30, 2022 50.99%
March 31, 2022 50.99%
February 28, 2022 50.99%
January 31, 2022 50.99%
December 31, 2021 50.99%
November 30, 2021 50.99%
October 31, 2021 50.99%
September 30, 2021 50.99%
August 31, 2021 51.19%
July 31, 2021 51.19%
June 30, 2021 51.19%
May 31, 2021 52.40%
April 30, 2021 58.96%
March 31, 2021 59.71%
February 28, 2021 62.57%
January 31, 2021 63.27%
December 31, 2020 68.78%
November 30, 2020 70.97%
October 31, 2020 75.14%
September 30, 2020 78.30%
August 31, 2020 81.08%

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

50.99%
Minimum
Sep 2021
87.80%
Maximum
Nov 2019
59.18%
Average
50.99%
Median
Sep 2021

Max Drawdown (5Y) Benchmarks