Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 48.59%
September 30, 2024 48.59%
August 31, 2024 48.59%
July 31, 2024 48.59%
June 30, 2024 48.59%
May 31, 2024 48.59%
April 30, 2024 48.59%
March 31, 2024 48.59%
February 29, 2024 48.59%
January 31, 2024 48.59%
December 31, 2023 48.59%
November 30, 2023 48.59%
October 31, 2023 48.59%
September 30, 2023 48.59%
August 31, 2023 48.59%
July 31, 2023 48.59%
June 30, 2023 48.59%
May 31, 2023 48.59%
April 30, 2023 48.59%
March 31, 2023 48.59%
February 28, 2023 48.59%
January 31, 2023 48.59%
December 31, 2022 48.59%
November 30, 2022 48.59%
October 31, 2022 48.59%
Date Value
September 30, 2022 48.59%
August 31, 2022 48.59%
July 31, 2022 48.59%
June 30, 2022 48.59%
May 31, 2022 48.59%
April 30, 2022 48.59%
March 31, 2022 48.59%
February 28, 2022 48.59%
January 31, 2022 48.59%
December 31, 2021 48.59%
November 30, 2021 48.59%
October 31, 2021 48.59%
September 30, 2021 48.59%
August 31, 2021 48.86%
July 31, 2021 48.86%
June 30, 2021 48.86%
May 31, 2021 52.35%
April 30, 2021 55.26%
March 31, 2021 62.89%
February 28, 2021 67.34%
January 31, 2021 73.34%
December 31, 2020 73.58%
November 30, 2020 73.58%
October 31, 2020 73.58%
September 30, 2020 73.58%

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

48.59%
Minimum
Sep 2021
73.58%
Maximum
Nov 2019
55.58%
Average
48.59%
Median
Sep 2021

Max Drawdown (5Y) Benchmarks