Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 47.18%
September 30, 2024 47.18%
August 31, 2024 47.18%
July 31, 2024 47.18%
June 30, 2024 47.18%
May 31, 2024 47.18%
April 30, 2024 47.18%
March 31, 2024 47.18%
February 29, 2024 47.18%
January 31, 2024 47.18%
December 31, 2023 47.18%
November 30, 2023 47.18%
October 31, 2023 47.18%
September 30, 2023 46.66%
August 31, 2023 46.66%
July 31, 2023 46.66%
June 30, 2023 46.66%
May 31, 2023 46.66%
April 30, 2023 46.66%
March 31, 2023 46.66%
February 28, 2023 46.66%
January 31, 2023 46.66%
December 31, 2022 46.66%
November 30, 2022 46.66%
October 31, 2022 46.66%
Date Value
September 30, 2022 46.66%
August 31, 2022 46.66%
July 31, 2022 46.66%
June 30, 2022 65.45%
May 31, 2022 73.13%
April 30, 2022 73.13%
March 31, 2022 73.13%
February 28, 2022 73.13%
January 31, 2022 73.13%
December 31, 2021 73.13%
November 30, 2021 73.13%
October 31, 2021 73.13%
September 30, 2021 73.13%
August 31, 2021 73.13%
July 31, 2021 73.13%
June 30, 2021 73.13%
May 31, 2021 73.13%
April 30, 2021 73.13%
March 31, 2021 73.13%
February 28, 2021 73.13%
January 31, 2021 73.13%
December 31, 2020 73.13%
November 30, 2020 73.13%
October 31, 2020 73.13%
September 30, 2020 73.13%

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

46.66%
Minimum
Jul 2022
73.13%
Maximum
Nov 2019
60.76%
Average
73.13%
Median
Nov 2019