Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 34.45%
September 30, 2024 32.31%
August 31, 2024 32.31%
July 31, 2024 32.31%
June 30, 2024 30.79%
May 31, 2024 30.79%
April 30, 2024 30.79%
March 31, 2024 30.79%
February 29, 2024 30.79%
January 31, 2024 30.79%
December 31, 2023 30.79%
November 30, 2023 30.79%
October 31, 2023 30.79%
September 30, 2023 30.79%
August 31, 2023 30.79%
July 31, 2023 30.79%
June 30, 2023 30.79%
May 31, 2023 30.79%
April 30, 2023 30.79%
March 31, 2023 30.79%
February 28, 2023 30.79%
January 31, 2023 30.79%
December 31, 2022 30.79%
November 30, 2022 30.79%
October 31, 2022 30.79%
Date Value
September 30, 2022 30.79%
August 31, 2022 30.79%
July 31, 2022 30.79%
June 30, 2022 30.79%
May 31, 2022 30.79%
April 30, 2022 37.67%
March 31, 2022 43.48%
February 28, 2022 47.61%
January 31, 2022 47.61%
December 31, 2021 47.61%
November 30, 2021 47.61%
October 31, 2021 47.61%
September 30, 2021 47.61%
August 31, 2021 47.61%
July 31, 2021 47.61%
June 30, 2021 47.61%
May 31, 2021 47.61%
April 30, 2021 47.61%
March 31, 2021 47.61%
February 28, 2021 47.61%
January 31, 2021 47.61%
December 31, 2020 47.61%
November 30, 2020 47.61%
October 31, 2020 47.61%
September 30, 2020 47.61%

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

30.79%
Minimum
May 2022
47.61%
Maximum
Nov 2019
39.10%
Average
36.06%
Median

Max Drawdown (5Y) Benchmarks