Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 88.96%
September 30, 2024 87.54%
August 31, 2024 84.56%
July 31, 2024 84.56%
June 30, 2024 84.56%
May 31, 2024 84.56%
April 30, 2024 84.56%
March 31, 2024 84.56%
February 29, 2024 84.56%
January 31, 2024 84.56%
December 31, 2023 84.56%
November 30, 2023 84.56%
October 31, 2023 84.56%
September 30, 2023 84.56%
August 31, 2023 84.56%
July 31, 2023 84.56%
June 30, 2023 84.56%
May 31, 2023 84.56%
April 30, 2023 84.56%
March 31, 2023 84.56%
February 28, 2023 84.56%
January 31, 2023 84.56%
December 31, 2022 84.56%
November 30, 2022 84.56%
October 31, 2022 84.56%
Date Value
September 30, 2022 84.56%
August 31, 2022 84.56%
July 31, 2022 84.56%
June 30, 2022 84.56%
May 31, 2022 84.56%
April 30, 2022 84.56%
March 31, 2022 84.56%
February 28, 2022 84.56%
January 31, 2022 84.56%
December 31, 2021 84.56%
November 30, 2021 84.56%
October 31, 2021 84.56%
September 30, 2021 84.56%
August 31, 2021 84.56%
July 31, 2021 84.56%
June 30, 2021 84.56%
May 31, 2021 84.56%
April 30, 2021 84.56%
March 31, 2021 84.56%
February 28, 2021 84.56%
January 31, 2021 84.56%
December 31, 2020 84.56%
November 30, 2020 84.56%
October 31, 2020 84.56%
September 30, 2020 84.56%

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

78.51%
Minimum
Nov 2019
88.96%
Maximum
Oct 2024
84.28%
Average
84.56%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks