Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 49.93%
September 30, 2024 49.93%
August 31, 2024 49.93%
July 31, 2024 49.93%
June 30, 2024 49.93%
May 31, 2024 49.93%
April 30, 2024 49.93%
March 31, 2024 49.93%
February 29, 2024 49.93%
January 31, 2024 49.93%
December 31, 2023 49.93%
November 30, 2023 49.93%
October 31, 2023 49.93%
September 30, 2023 49.93%
August 31, 2023 49.93%
July 31, 2023 49.93%
June 30, 2023 49.93%
May 31, 2023 49.93%
April 30, 2023 49.93%
March 31, 2023 49.93%
February 28, 2023 49.93%
January 31, 2023 49.93%
December 31, 2022 49.93%
November 30, 2022 49.93%
October 31, 2022 49.93%
Date Value
September 30, 2022 49.93%
August 31, 2022 49.93%
July 31, 2022 49.93%
June 30, 2022 49.93%
May 31, 2022 42.11%
April 30, 2022 32.67%
March 31, 2022 32.67%
February 28, 2022 32.67%
January 31, 2022 32.67%
December 31, 2021 28.48%
November 30, 2021 28.48%
October 31, 2021 35.29%
September 30, 2021 35.29%
August 31, 2021 35.29%
July 31, 2021 35.29%
June 30, 2021 35.29%
May 31, 2021 35.29%
April 30, 2021 35.29%
March 31, 2021 35.29%
February 28, 2021 35.29%
January 31, 2021 35.29%
December 31, 2020 35.29%
November 30, 2020 35.29%
October 31, 2020 35.29%
September 30, 2020 35.29%

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.

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Max Drawdown (5Y) Range, Past 5 Years

28.48%
Minimum
Nov 2021
49.93%
Maximum
Jun 2022
42.08%
Average
38.70%
Median

Max Drawdown (5Y) Benchmarks