Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 75.40%
September 30, 2024 75.40%
August 31, 2024 75.40%
July 31, 2024 75.40%
June 30, 2024 76.88%
May 31, 2024 79.37%
April 30, 2024 80.78%
March 31, 2024 80.78%
February 29, 2024 80.78%
January 31, 2024 80.78%
December 31, 2023 80.78%
November 30, 2023 80.78%
October 31, 2023 80.78%
September 30, 2023 80.78%
August 31, 2023 80.78%
July 31, 2023 80.78%
June 30, 2023 80.78%
May 31, 2023 80.78%
April 30, 2023 80.78%
March 31, 2023 80.78%
February 28, 2023 80.78%
January 31, 2023 80.78%
December 31, 2022 80.78%
November 30, 2022 80.78%
October 31, 2022 80.78%
Date Value
September 30, 2022 80.78%
August 31, 2022 80.78%
July 31, 2022 80.78%
June 30, 2022 80.78%
May 31, 2022 80.78%
April 30, 2022 80.78%
March 31, 2022 80.78%
February 28, 2022 80.78%
January 31, 2022 80.78%
December 31, 2021 80.78%
November 30, 2021 80.78%
October 31, 2021 80.78%
September 30, 2021 80.78%
August 31, 2021 80.78%
July 31, 2021 80.78%
June 30, 2021 80.78%
May 31, 2021 80.78%
April 30, 2021 80.78%
March 31, 2021 80.78%
February 28, 2021 80.78%
January 31, 2021 80.78%
December 31, 2020 80.78%
November 30, 2020 80.78%
October 31, 2020 80.78%
September 30, 2020 80.78%

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

75.40%
Minimum
Jul 2024
80.78%
Maximum
Nov 2019
80.34%
Average
80.78%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks