Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 69.12%
September 30, 2024 69.12%
August 31, 2024 69.12%
July 31, 2024 69.12%
June 30, 2024 69.12%
May 31, 2024 69.12%
April 30, 2024 69.12%
March 31, 2024 69.12%
February 29, 2024 69.12%
January 31, 2024 69.12%
December 31, 2023 69.12%
November 30, 2023 69.12%
October 31, 2023 69.12%
September 30, 2023 69.12%
August 31, 2023 69.12%
July 31, 2023 69.12%
June 30, 2023 69.12%
May 31, 2023 69.12%
April 30, 2023 69.12%
March 31, 2023 69.12%
February 28, 2023 69.12%
January 31, 2023 69.12%
December 31, 2022 69.12%
November 30, 2022 69.12%
October 31, 2022 69.12%
Date Value
September 30, 2022 69.12%
August 31, 2022 69.12%
July 31, 2022 69.12%
June 30, 2022 69.12%
May 31, 2022 65.75%
April 30, 2022 55.53%
March 31, 2022 55.53%
February 28, 2022 55.26%
January 31, 2022 50.83%
December 31, 2021 46.94%
November 30, 2021 40.11%
October 31, 2021 39.77%
September 30, 2021 39.77%
August 31, 2021 39.77%
July 31, 2021 39.77%
June 30, 2021 39.77%
May 31, 2021 39.77%
April 30, 2021 39.77%
March 31, 2021 39.77%
February 28, 2021 39.77%
January 31, 2021 39.77%
December 31, 2020 39.77%
November 30, 2020 43.49%
October 31, 2020 43.49%
September 30, 2020 43.49%

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.

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Max Drawdown (5Y) Range, Past 5 Years

39.77%
Minimum
Dec 2020
69.12%
Maximum
Jun 2022
56.29%
Average
60.64%
Median

Max Drawdown (5Y) Benchmarks