Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 49.86%
September 30, 2024 52.97%
August 31, 2024 52.97%
July 31, 2024 52.97%
June 30, 2024 52.97%
May 31, 2024 54.33%
April 30, 2024 54.33%
March 31, 2024 54.33%
February 29, 2024 54.33%
January 31, 2024 54.33%
December 31, 2023 54.33%
November 30, 2023 54.33%
October 31, 2023 54.33%
September 30, 2023 54.33%
August 31, 2023 54.33%
July 31, 2023 62.77%
June 30, 2023 62.77%
May 31, 2023 67.44%
April 30, 2023 69.18%
March 31, 2023 69.71%
February 28, 2023 73.15%
January 31, 2023 73.15%
December 31, 2022 73.15%
November 30, 2022 76.85%
October 31, 2022 76.85%
Date Value
September 30, 2022 76.85%
August 31, 2022 76.85%
July 31, 2022 76.85%
June 30, 2022 76.85%
May 31, 2022 76.85%
April 30, 2022 76.85%
March 31, 2022 76.85%
February 28, 2022 76.85%
January 31, 2022 76.85%
December 31, 2021 76.85%
November 30, 2021 76.85%
October 31, 2021 76.85%
September 30, 2021 76.85%
August 31, 2021 80.65%
July 31, 2021 80.90%
June 30, 2021 80.90%
May 31, 2021 80.90%
April 30, 2021 83.44%
March 31, 2021 84.02%
February 28, 2021 90.97%
January 31, 2021 90.97%
December 31, 2020 90.97%
November 30, 2020 90.97%
October 31, 2020 90.97%
September 30, 2020 90.97%

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

49.86%
Minimum
Oct 2024
98.78%
Maximum
Nov 2019
75.42%
Average
76.85%
Median
Sep 2021