Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 93.54%
September 30, 2024 93.54%
August 31, 2024 93.54%
July 31, 2024 93.54%
June 30, 2024 93.54%
May 31, 2024 93.54%
April 30, 2024 93.54%
March 31, 2024 93.54%
February 29, 2024 93.54%
January 31, 2024 93.54%
December 31, 2023 93.54%
November 30, 2023 93.54%
October 31, 2023 91.70%
September 30, 2023 91.64%
August 31, 2023 90.84%
July 31, 2023 90.20%
June 30, 2023 89.24%
May 31, 2023 88.63%
April 30, 2023 87.06%
March 31, 2023 85.43%
February 28, 2023 79.44%
January 31, 2023 69.58%
December 31, 2022 69.22%
November 30, 2022 66.92%
October 31, 2022 65.35%
Date Value
September 30, 2022 65.35%
August 31, 2022 65.35%
July 31, 2022 65.35%
June 30, 2022 65.35%
May 31, 2022 65.35%
April 30, 2022 65.35%
March 31, 2022 65.35%
February 28, 2022 65.35%
January 31, 2022 65.35%
December 31, 2021 65.35%
November 30, 2021 65.35%
October 31, 2021 65.35%
September 30, 2021 65.35%
August 31, 2021 65.35%
July 31, 2021 65.35%
June 30, 2021 65.35%
May 31, 2021 65.35%
April 30, 2021 65.35%
March 31, 2021 65.35%
February 28, 2021 65.35%
January 31, 2021 65.35%
December 31, 2020 65.35%
November 30, 2020 65.35%
October 31, 2020 65.35%
September 30, 2020 65.35%

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

65.35%
Minimum
Nov 2019
93.54%
Maximum
Nov 2023
74.58%
Average
65.35%
Median
Nov 2019