Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 100.0%
September 30, 2024 100.0%
August 31, 2024 100.0%
July 31, 2024 100.0%
June 30, 2024 100.0%
May 31, 2024 100.0%
April 30, 2024 100.0%
March 31, 2024 100.0%
February 29, 2024 100.0%
January 31, 2024 100.0%
December 31, 2023 100.0%
November 30, 2023 100.0%
October 31, 2023 100.0%
September 30, 2023 100.0%
August 31, 2023 100.0%
July 31, 2023 100.0%
June 30, 2023 100.0%
May 31, 2023 100.0%
April 30, 2023 100.0%
March 31, 2023 100.0%
February 28, 2023 100.0%
January 31, 2023 100.0%
December 31, 2022 100.0%
November 30, 2022 100.0%
October 31, 2022 100.0%
Date Value
September 30, 2022 100.0%
August 31, 2022 100.0%
July 31, 2022 89.95%
June 30, 2022 89.95%
May 31, 2022 89.51%
April 30, 2022 89.51%
March 31, 2022 89.51%
February 28, 2022 89.51%
January 31, 2022 89.51%
December 31, 2021 89.51%
November 30, 2021 89.51%
October 31, 2021 89.51%
September 30, 2021 89.51%
August 31, 2021 89.51%
July 31, 2021 89.51%
June 30, 2021 89.51%
May 31, 2021 89.51%
April 30, 2021 89.51%
March 31, 2021 89.51%
February 28, 2021 89.51%
January 31, 2021 89.51%
December 31, 2020 89.51%
November 30, 2020 89.51%
October 31, 2020 89.51%
September 30, 2020 89.51%

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

82.68%
Minimum
Nov 2019
100.0%
Maximum
Aug 2022
93.85%
Average
89.51%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks