Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 91.19%
September 30, 2024 91.19%
August 31, 2024 91.19%
July 31, 2024 91.19%
June 30, 2024 91.19%
May 31, 2024 91.19%
April 30, 2024 91.19%
March 31, 2024 91.19%
February 29, 2024 91.19%
January 31, 2024 91.19%
December 31, 2023 91.19%
November 30, 2023 91.19%
October 31, 2023 91.19%
September 30, 2023 91.19%
August 31, 2023 91.19%
July 31, 2023 91.19%
June 30, 2023 91.19%
May 31, 2023 91.19%
April 30, 2023 91.19%
March 31, 2023 91.19%
February 28, 2023 91.19%
January 31, 2023 91.19%
December 31, 2022 91.19%
November 30, 2022 90.42%
October 31, 2022 87.33%
Date Value
September 30, 2022 87.33%
August 31, 2022 85.93%
July 31, 2022 85.93%
June 30, 2022 85.93%
May 31, 2022 85.93%
April 30, 2022 85.93%
March 31, 2022 85.93%
February 28, 2022 85.93%
January 31, 2022 85.93%
December 31, 2021 85.93%
November 30, 2021 85.93%
October 31, 2021 85.93%
September 30, 2021 85.93%
August 31, 2021 88.27%
July 31, 2021 88.65%
June 30, 2021 89.80%
May 31, 2021 89.80%
April 30, 2021 89.80%
March 31, 2021 89.80%
February 28, 2021 89.80%
January 31, 2021 89.80%
December 31, 2020 89.80%
November 30, 2020 90.86%
October 31, 2020 90.86%
September 30, 2020 90.86%

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

85.93%
Minimum
Sep 2021
91.19%
Maximum
Mar 2023
89.67%
Average
90.86%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks