Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 77.74%
September 30, 2024 77.74%
August 31, 2024 77.74%
July 31, 2024 77.74%
June 30, 2024 77.74%
May 31, 2024 77.74%
April 30, 2024 77.74%
March 31, 2024 77.74%
February 29, 2024 77.74%
January 31, 2024 77.74%
December 31, 2023 77.74%
November 30, 2023 77.74%
October 31, 2023 77.74%
September 30, 2023 77.74%
August 31, 2023 77.74%
July 31, 2023 77.74%
June 30, 2023 77.74%
May 31, 2023 77.74%
April 30, 2023 77.74%
March 31, 2023 77.74%
February 28, 2023 77.74%
January 31, 2023 77.74%
December 31, 2022 77.74%
November 30, 2022 77.74%
October 31, 2022 77.74%
Date Value
September 30, 2022 77.74%
August 31, 2022 77.74%
July 31, 2022 77.74%
June 30, 2022 77.74%
May 31, 2022 77.74%
April 30, 2022 76.01%
March 31, 2022 76.01%
February 28, 2022 64.73%
January 31, 2022 67.02%
December 31, 2021 67.02%
November 30, 2021 67.02%
October 31, 2021 67.02%
September 30, 2021 67.02%
August 31, 2021 67.02%
July 31, 2021 67.02%
June 30, 2021 67.02%
May 31, 2021 67.02%
April 30, 2021 67.02%
March 31, 2021 67.02%
February 28, 2021 67.02%
January 31, 2021 67.02%
December 31, 2020 67.02%
November 30, 2020 70.93%
October 31, 2020 70.93%
September 30, 2020 70.93%

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

64.73%
Minimum
Feb 2022
77.74%
Maximum
May 2022
73.49%
Average
76.87%
Median

Max Drawdown (5Y) Benchmarks