Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 58.81%
September 30, 2024 58.81%
August 31, 2024 58.81%
July 31, 2024 58.81%
June 30, 2024 58.81%
May 31, 2024 58.81%
April 30, 2024 58.81%
March 31, 2024 58.81%
February 29, 2024 58.81%
January 31, 2024 58.81%
December 31, 2023 58.81%
November 30, 2023 58.81%
October 31, 2023 58.81%
September 30, 2023 58.81%
August 31, 2023 58.81%
July 31, 2023 58.81%
June 30, 2023 58.81%
May 31, 2023 58.81%
April 30, 2023 58.81%
March 31, 2023 58.81%
February 28, 2023 58.81%
January 31, 2023 58.81%
December 31, 2022 58.81%
November 30, 2022 58.81%
October 31, 2022 58.81%
Date Value
September 30, 2022 58.81%
August 31, 2022 58.81%
July 31, 2022 58.81%
June 30, 2022 58.81%
May 31, 2022 58.81%
April 30, 2022 56.14%
March 31, 2022 56.14%
February 28, 2022 53.56%
January 31, 2022 53.56%
December 31, 2021 53.56%
November 30, 2021 51.36%
October 31, 2021 51.36%
September 30, 2021 51.36%
August 31, 2021 49.75%
July 31, 2021 48.50%
June 30, 2021 48.50%
May 31, 2021 48.50%
April 30, 2021 48.50%
March 31, 2021 48.50%
February 28, 2021 48.50%
January 31, 2021 48.50%
December 31, 2020 48.50%
November 30, 2020 51.02%
October 31, 2020 54.25%
September 30, 2020 54.25%

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

48.50%
Minimum
Dec 2020
58.81%
Maximum
May 2022
55.61%
Average
57.48%
Median