Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 67.92%
September 30, 2024 67.92%
August 31, 2024 67.92%
July 31, 2024 67.92%
June 30, 2024 67.92%
May 31, 2024 67.92%
April 30, 2024 67.92%
March 31, 2024 67.92%
February 29, 2024 67.92%
January 31, 2024 67.92%
December 31, 2023 67.92%
November 30, 2023 67.92%
October 31, 2023 67.92%
September 30, 2023 67.92%
August 31, 2023 67.92%
July 31, 2023 67.92%
June 30, 2023 67.92%
May 31, 2023 67.92%
April 30, 2023 67.92%
March 31, 2023 67.92%
February 28, 2023 67.92%
January 31, 2023 67.92%
December 31, 2022 67.92%
November 30, 2022 67.92%
October 31, 2022 67.92%
Date Value
September 30, 2022 67.92%
August 31, 2022 67.92%
July 31, 2022 67.92%
June 30, 2022 67.92%
May 31, 2022 67.92%
April 30, 2022 67.92%
March 31, 2022 67.92%
February 28, 2022 67.92%
January 31, 2022 67.92%
December 31, 2021 67.92%
November 30, 2021 67.92%
October 31, 2021 67.92%
September 30, 2021 67.92%
August 31, 2021 67.92%
July 31, 2021 67.92%
June 30, 2021 67.92%
May 31, 2021 67.92%
April 30, 2021 67.92%
March 31, 2021 67.92%
February 28, 2021 67.92%
January 31, 2021 71.17%
December 31, 2020 71.17%
November 30, 2020 71.17%
October 31, 2020 71.17%
September 30, 2020 71.17%

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

67.92%
Minimum
Feb 2021
71.17%
Maximum
Nov 2019
68.73%
Average
67.92%
Median
Feb 2021

Max Drawdown (5Y) Benchmarks