Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2024 50.14%
October 31, 2024 50.14%
September 30, 2024 50.14%
August 31, 2024 50.14%
July 31, 2024 50.14%
June 30, 2024 50.14%
May 31, 2024 50.14%
April 30, 2024 50.14%
March 31, 2024 52.13%
February 29, 2024 52.39%
January 31, 2024 52.39%
December 31, 2023 53.12%
November 30, 2023 54.07%
October 31, 2023 54.07%
September 30, 2023 54.07%
August 31, 2023 54.07%
July 31, 2023 54.07%
June 30, 2023 54.07%
May 31, 2023 54.07%
April 30, 2023 54.07%
March 31, 2023 54.07%
February 28, 2023 54.07%
January 31, 2023 54.07%
December 31, 2022 54.07%
November 30, 2022 54.07%
Date Value
October 31, 2022 54.07%
September 30, 2022 54.07%
August 31, 2022 54.07%
July 31, 2022 54.07%
June 30, 2022 54.07%
May 31, 2022 54.07%
April 30, 2022 54.07%
March 31, 2022 54.07%
February 28, 2022 54.07%
January 31, 2022 54.07%
December 31, 2021 54.07%
November 30, 2021 54.07%
October 31, 2021 54.07%
September 30, 2021 54.07%
August 31, 2021 54.07%
July 31, 2021 54.07%
June 30, 2021 54.07%
May 31, 2021 54.07%
April 30, 2021 54.07%
March 31, 2021 54.07%
February 28, 2021 54.07%
January 31, 2021 54.07%
December 31, 2020 54.07%
November 30, 2020 54.07%
October 31, 2020 54.07%

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

50.14%
Minimum
Apr 2024
54.07%
Maximum
Dec 2019
53.45%
Average
54.07%
Median
Dec 2019

Max Drawdown (5Y) Benchmarks