Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2024 86.25%
October 31, 2024 86.25%
September 30, 2024 86.25%
August 31, 2024 86.25%
July 31, 2024 86.25%
June 30, 2024 86.25%
May 31, 2024 86.25%
April 30, 2024 86.25%
March 31, 2024 86.25%
February 29, 2024 86.25%
January 31, 2024 85.99%
December 31, 2023 83.07%
November 30, 2023 80.18%
October 31, 2023 76.92%
September 30, 2023 76.92%
August 31, 2023 76.92%
July 31, 2023 76.92%
June 30, 2023 76.92%
May 31, 2023 76.92%
April 30, 2023 76.92%
March 31, 2023 76.92%
February 28, 2023 76.92%
January 31, 2023 76.92%
December 31, 2022 76.92%
November 30, 2022 76.92%
Date Value
October 31, 2022 76.92%
September 30, 2022 76.92%
August 31, 2022 76.92%
July 31, 2022 76.92%
June 30, 2022 76.92%
May 31, 2022 76.92%
April 30, 2022 76.92%
March 31, 2022 76.92%
February 28, 2022 62.45%
January 31, 2022 56.56%
December 31, 2021 56.14%
November 30, 2021 56.14%
October 31, 2021 56.14%
September 30, 2021 56.14%
August 31, 2021 56.14%
July 31, 2021 55.18%
June 30, 2021 54.63%
May 31, 2021 54.63%
April 30, 2021 54.63%
March 31, 2021 54.63%
February 28, 2021 54.63%
January 31, 2021 54.63%
December 31, 2020 54.63%
November 30, 2020 54.63%
October 31, 2020 54.63%

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

54.63%
Minimum
Dec 2019
86.25%
Maximum
Feb 2024
69.05%
Average
76.92%
Median
Mar 2022

Max Drawdown (5Y) Benchmarks