Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 95.27%
September 30, 2024 95.27%
August 31, 2024 95.27%
July 31, 2024 95.27%
June 30, 2024 95.27%
May 31, 2024 95.27%
April 30, 2024 95.27%
March 31, 2024 95.27%
February 29, 2024 95.27%
January 31, 2024 95.27%
December 31, 2023 95.27%
November 30, 2023 95.27%
October 31, 2023 95.27%
September 30, 2023 95.01%
August 31, 2023 95.01%
July 31, 2023 95.01%
June 30, 2023 95.01%
May 31, 2023 94.47%
April 30, 2023 94.47%
March 31, 2023 94.47%
February 28, 2023 94.47%
January 31, 2023 94.47%
December 31, 2022 94.47%
November 30, 2022 94.47%
October 31, 2022 94.47%
Date Value
September 30, 2022 94.47%
August 31, 2022 94.47%
July 31, 2022 94.47%
June 30, 2022 94.47%
May 31, 2022 93.82%
April 30, 2022 93.82%
March 31, 2022 93.82%
February 28, 2022 93.82%
January 31, 2022 93.82%
December 31, 2021 93.82%
November 30, 2021 90.35%
October 31, 2021 90.35%
September 30, 2021 88.66%
August 31, 2021 88.15%
July 31, 2021 88.15%
June 30, 2021 88.15%
May 31, 2021 88.15%
April 30, 2021 88.15%
March 31, 2021 88.15%
February 28, 2021 88.15%
January 31, 2021 88.15%
December 31, 2020 88.15%
November 30, 2020 88.15%
October 31, 2020 88.15%
September 30, 2020 88.09%

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

80.81%
Minimum
Nov 2019
95.27%
Maximum
Oct 2023
91.08%
Average
93.82%
Median
Dec 2021

Max Drawdown (5Y) Benchmarks