Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 74.70%
September 30, 2024 74.70%
August 31, 2024 74.70%
July 31, 2024 74.70%
June 30, 2024 74.70%
May 31, 2024 74.70%
April 30, 2024 74.70%
March 31, 2024 74.70%
February 29, 2024 74.70%
January 31, 2024 74.70%
December 31, 2023 74.70%
November 30, 2023 74.70%
October 31, 2023 74.70%
September 30, 2023 72.25%
August 31, 2023 64.06%
July 31, 2023 63.44%
June 30, 2023 63.44%
May 31, 2023 63.44%
April 30, 2023 63.44%
March 31, 2023 63.44%
February 28, 2023 63.44%
January 31, 2023 63.44%
December 31, 2022 63.44%
November 30, 2022 63.44%
October 31, 2022 62.75%
Date Value
September 30, 2022 62.75%
August 31, 2022 62.75%
July 31, 2022 62.75%
June 30, 2022 62.75%
May 31, 2022 62.75%
April 30, 2022 62.75%
March 31, 2022 55.25%
February 28, 2022 52.45%
January 31, 2022 34.22%
December 31, 2021 26.52%
November 30, 2021 26.52%
October 31, 2021 26.52%
September 30, 2021 26.52%
August 31, 2021 26.52%
July 31, 2021 26.52%
June 30, 2021 26.52%
May 31, 2021 24.95%
April 30, 2021 22.36%
March 31, 2021 22.36%
February 28, 2021 21.70%
January 31, 2021 21.70%
December 31, 2020 21.70%
November 30, 2020 21.70%
October 31, 2020 21.70%
September 30, 2020 21.70%

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

21.70%
Minimum
Feb 2020
74.70%
Maximum
Oct 2023
47.83%
Average
62.75%
Median
Apr 2022

Max Drawdown (5Y) Benchmarks