Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 62.43%
September 30, 2024 62.43%
August 31, 2024 62.43%
July 31, 2024 62.43%
June 30, 2024 62.43%
May 31, 2024 62.43%
April 30, 2024 62.43%
March 31, 2024 62.43%
February 29, 2024 62.43%
January 31, 2024 57.70%
December 31, 2023 57.70%
November 30, 2023 57.70%
October 31, 2023 56.13%
September 30, 2023 54.82%
August 31, 2023 54.82%
July 31, 2023 54.82%
June 30, 2023 54.82%
May 31, 2023 54.82%
April 30, 2023 54.82%
March 31, 2023 54.82%
February 28, 2023 54.82%
January 31, 2023 54.82%
December 31, 2022 54.82%
November 30, 2022 54.82%
October 31, 2022 51.85%
Date Value
September 30, 2022 51.85%
August 31, 2022 51.18%
July 31, 2022 47.37%
June 30, 2022 40.41%
May 31, 2022 40.41%
April 30, 2022 40.41%
March 31, 2022 40.41%
February 28, 2022 40.41%
January 31, 2022 40.41%
December 31, 2021 41.72%
November 30, 2021 47.50%
October 31, 2021 50.48%
September 30, 2021 50.48%
August 31, 2021 50.48%
July 31, 2021 50.48%
June 30, 2021 50.48%
May 31, 2021 51.11%
April 30, 2021 52.03%
March 31, 2021 60.25%
February 28, 2021 62.25%
January 31, 2021 69.70%
December 31, 2020 75.37%
November 30, 2020 75.37%
October 31, 2020 75.37%
September 30, 2020 75.37%

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

40.41%
Minimum
Jan 2022
76.55%
Maximum
Nov 2019
59.05%
Average
55.48%
Median

Max Drawdown (5Y) Benchmarks