Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 45.10%
September 30, 2024 45.10%
August 31, 2024 45.10%
July 31, 2024 45.10%
June 30, 2024 45.10%
May 31, 2024 45.10%
April 30, 2024 45.10%
March 31, 2024 45.10%
February 29, 2024 45.10%
January 31, 2024 45.10%
December 31, 2023 45.10%
November 30, 2023 45.10%
October 31, 2023 45.10%
September 30, 2023 41.81%
August 31, 2023 41.81%
July 31, 2023 41.81%
June 30, 2023 41.81%
May 31, 2023 41.81%
April 30, 2023 41.81%
March 31, 2023 41.81%
February 28, 2023 41.81%
January 31, 2023 41.81%
December 31, 2022 41.81%
November 30, 2022 41.81%
October 31, 2022 39.88%
Date Value
September 30, 2022 39.88%
August 31, 2022 39.88%
July 31, 2022 39.88%
June 30, 2022 39.88%
May 31, 2022 39.88%
April 30, 2022 39.88%
March 31, 2022 39.88%
February 28, 2022 39.88%
January 31, 2022 39.88%
December 31, 2021 39.88%
November 30, 2021 39.88%
October 31, 2021 39.88%
September 30, 2021 39.88%
August 31, 2021 39.88%
July 31, 2021 39.88%
June 30, 2021 39.88%
May 31, 2021 39.88%
April 30, 2021 39.88%
March 31, 2021 39.88%
February 28, 2021 39.88%
January 31, 2021 39.88%
December 31, 2020 39.88%
November 30, 2020 39.88%
October 31, 2020 39.88%
September 30, 2020 39.88%

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

19.72%
Minimum
Nov 2019
45.10%
Maximum
Oct 2023
40.02%
Average
39.88%
Median
Mar 2020