Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 56.39%
September 30, 2024 56.39%
August 31, 2024 56.39%
July 31, 2024 56.39%
June 30, 2024 56.39%
May 31, 2024 56.39%
April 30, 2024 56.39%
March 31, 2024 56.39%
February 29, 2024 56.39%
January 31, 2024 56.39%
December 31, 2023 56.39%
November 30, 2023 56.39%
October 31, 2023 56.39%
September 30, 2023 56.39%
August 31, 2023 56.39%
July 31, 2023 56.39%
June 30, 2023 56.39%
May 31, 2023 56.39%
April 30, 2023 56.39%
March 31, 2023 56.39%
February 28, 2023 56.39%
January 31, 2023 56.39%
December 31, 2022 56.39%
November 30, 2022 56.39%
October 31, 2022 56.39%
Date Value
September 30, 2022 49.32%
August 31, 2022 46.39%
July 31, 2022 46.39%
June 30, 2022 45.00%
May 31, 2022 45.00%
April 30, 2022 45.00%
March 31, 2022 45.00%
February 28, 2022 45.00%
January 31, 2022 45.00%
December 31, 2021 45.00%
November 30, 2021 45.00%
October 31, 2021 45.00%
September 30, 2021 45.00%
August 31, 2021 45.00%
July 31, 2021 45.00%
June 30, 2021 45.00%
May 31, 2021 45.00%
April 30, 2021 45.00%
March 31, 2021 45.00%
February 28, 2021 45.00%
January 31, 2021 45.00%
December 31, 2020 45.00%
November 30, 2020 45.00%
October 31, 2020 45.00%
September 30, 2020 45.00%

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

45.00%
Minimum
Nov 2019
56.39%
Maximum
Oct 2022
49.87%
Average
45.00%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks