Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 72.95%
September 30, 2024 72.95%
August 31, 2024 72.95%
July 31, 2024 72.95%
June 30, 2024 72.10%
May 31, 2024 72.10%
April 30, 2024 70.05%
March 31, 2024 70.05%
February 29, 2024 70.05%
January 31, 2024 70.05%
December 31, 2023 70.05%
November 30, 2023 70.05%
October 31, 2023 69.96%
September 30, 2023 66.68%
August 31, 2023 60.15%
July 31, 2023 55.75%
June 30, 2023 54.73%
May 31, 2023 54.73%
April 30, 2023 54.73%
March 31, 2023 54.73%
February 28, 2023 54.73%
January 31, 2023 54.73%
December 31, 2022 54.73%
November 30, 2022 54.73%
October 31, 2022 54.73%
Date Value
September 30, 2022 54.73%
August 31, 2022 54.73%
July 31, 2022 54.73%
June 30, 2022 54.73%
May 31, 2022 54.73%
April 30, 2022 54.73%
March 31, 2022 54.73%
February 28, 2022 54.73%
January 31, 2022 54.73%
December 31, 2021 54.73%
November 30, 2021 54.73%
October 31, 2021 54.73%
September 30, 2021 54.73%
August 31, 2021 54.73%
July 31, 2021 54.73%
June 30, 2021 54.73%
May 31, 2021 54.73%
April 30, 2021 54.73%
March 31, 2021 54.73%
February 28, 2021 54.73%
January 31, 2021 54.73%
December 31, 2020 54.73%
November 30, 2020 54.73%
October 31, 2020 54.73%
September 30, 2020 54.73%

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

46.45%
Minimum
Nov 2019
72.95%
Maximum
Jul 2024
58.07%
Average
54.73%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks