Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 88.62%
September 30, 2024 84.44%
August 31, 2024 84.44%
July 31, 2024 84.44%
June 30, 2024 84.44%
May 31, 2024 84.44%
April 30, 2024 84.44%
March 31, 2024 75.45%
February 29, 2024 67.40%
January 31, 2024 67.40%
December 31, 2023 67.40%
November 30, 2023 67.40%
October 31, 2023 67.40%
September 30, 2023 67.40%
August 31, 2023 67.40%
July 31, 2023 67.40%
June 30, 2023 67.40%
May 31, 2023 67.40%
April 30, 2023 67.40%
March 31, 2023 67.40%
February 28, 2023 67.40%
January 31, 2023 67.40%
December 31, 2022 67.40%
November 30, 2022 67.40%
October 31, 2022 67.40%
Date Value
September 30, 2022 65.29%
August 31, 2022 61.22%
July 31, 2022 61.22%
June 30, 2022 61.22%
May 31, 2022 60.52%
April 30, 2022 56.84%
March 31, 2022 53.60%
February 28, 2022 53.60%
January 31, 2022 53.60%
December 31, 2021 53.60%
November 30, 2021 53.60%
October 31, 2021 53.60%
September 30, 2021 53.60%
August 31, 2021 54.40%
July 31, 2021 56.40%
June 30, 2021 56.40%
May 31, 2021 56.80%
April 30, 2021 60.80%
March 31, 2021 60.80%
February 28, 2021 65.08%
January 31, 2021 66.40%
December 31, 2020 66.40%
November 30, 2020 66.40%
October 31, 2020 66.40%
September 30, 2020 66.40%

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

53.60%
Minimum
Sep 2021
88.62%
Maximum
Oct 2024
66.16%
Average
66.40%
Median
Jan 2020

Max Drawdown (5Y) Benchmarks