Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 75.95%
September 30, 2024 75.95%
August 31, 2024 75.95%
July 31, 2024 75.95%
June 30, 2024 75.95%
May 31, 2024 75.95%
April 30, 2024 75.95%
March 31, 2024 75.95%
February 29, 2024 75.95%
January 31, 2024 75.95%
December 31, 2023 75.95%
November 30, 2023 75.95%
October 31, 2023 75.95%
September 30, 2023 75.95%
August 31, 2023 75.95%
July 31, 2023 75.95%
June 30, 2023 75.95%
May 31, 2023 75.95%
April 30, 2023 75.95%
March 31, 2023 75.95%
February 28, 2023 75.95%
January 31, 2023 75.95%
December 31, 2022 75.95%
November 30, 2022 75.95%
October 31, 2022 75.95%
Date Value
September 30, 2022 75.95%
August 31, 2022 75.95%
July 31, 2022 75.95%
June 30, 2022 75.95%
May 31, 2022 75.95%
April 30, 2022 72.74%
March 31, 2022 52.14%
February 28, 2022 48.00%
January 31, 2022 48.00%
December 31, 2021 44.18%
November 30, 2021 44.18%
October 31, 2021 44.18%
September 30, 2021 44.18%
August 31, 2021 44.18%
July 31, 2021 44.18%
June 30, 2021 44.18%
May 31, 2021 44.18%
April 30, 2021 44.18%
March 31, 2021 44.18%
February 28, 2021 44.18%
January 31, 2021 44.18%
December 31, 2020 44.18%
November 30, 2020 44.18%
October 31, 2020 44.18%
September 30, 2020 44.18%

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

44.18%
Minimum
Nov 2019
75.95%
Maximum
May 2022
60.80%
Average
74.34%
Median

Max Drawdown (5Y) Benchmarks