Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 39.63%
September 30, 2024 39.63%
August 31, 2024 39.63%
July 31, 2024 39.63%
June 30, 2024 39.63%
May 31, 2024 39.63%
April 30, 2024 39.63%
March 31, 2024 39.63%
February 29, 2024 41.51%
January 31, 2024 42.88%
December 31, 2023 42.88%
November 30, 2023 44.78%
October 31, 2023 44.78%
September 30, 2023 44.78%
August 31, 2023 44.78%
July 31, 2023 44.78%
June 30, 2023 44.78%
May 31, 2023 44.78%
April 30, 2023 44.78%
March 31, 2023 44.78%
February 28, 2023 44.78%
January 31, 2023 44.78%
December 31, 2022 44.78%
November 30, 2022 44.78%
October 31, 2022 44.78%
Date Value
September 30, 2022 44.78%
August 31, 2022 44.78%
July 31, 2022 44.78%
June 30, 2022 44.78%
May 31, 2022 44.78%
April 30, 2022 44.78%
March 31, 2022 44.78%
February 28, 2022 44.78%
January 31, 2022 44.78%
December 31, 2021 44.78%
November 30, 2021 44.78%
October 31, 2021 44.78%
September 30, 2021 44.78%
August 31, 2021 44.78%
July 31, 2021 44.78%
June 30, 2021 44.78%
May 31, 2021 44.78%
April 30, 2021 44.78%
March 31, 2021 44.78%
February 28, 2021 49.47%
January 31, 2021 55.02%
December 31, 2020 57.75%
November 30, 2020 57.75%
October 31, 2020 57.75%
September 30, 2020 57.75%

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

39.63%
Minimum
Mar 2024
71.51%
Maximum
Nov 2019
48.10%
Average
44.78%
Median
Mar 2021

Max Drawdown (5Y) Benchmarks