Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 36.10%
September 30, 2024 36.10%
August 31, 2024 36.10%
July 31, 2024 36.10%
June 30, 2024 36.10%
May 31, 2024 36.10%
April 30, 2024 36.10%
March 31, 2024 36.10%
February 29, 2024 36.10%
January 31, 2024 36.10%
December 31, 2023 36.10%
November 30, 2023 36.10%
October 31, 2023 36.10%
September 30, 2023 36.10%
August 31, 2023 36.10%
July 31, 2023 36.10%
June 30, 2023 36.10%
May 31, 2023 36.10%
April 30, 2023 36.10%
March 31, 2023 36.10%
February 28, 2023 36.10%
January 31, 2023 36.10%
December 31, 2022 36.10%
November 30, 2022 36.10%
October 31, 2022 36.10%
Date Value
September 30, 2022 36.10%
August 31, 2022 36.10%
July 31, 2022 36.10%
June 30, 2022 36.10%
May 31, 2022 34.97%
April 30, 2022 31.21%
March 31, 2022 31.21%
February 28, 2022 31.21%
January 31, 2022 31.21%
December 31, 2021 31.21%
November 30, 2021 31.21%
October 31, 2021 31.21%
September 30, 2021 31.21%
August 31, 2021 31.21%
July 31, 2021 31.21%
June 30, 2021 31.21%
May 31, 2021 31.21%
April 30, 2021 31.21%
March 31, 2021 31.21%
February 28, 2021 31.21%
January 31, 2021 31.21%
December 31, 2020 31.21%
November 30, 2020 31.74%
October 31, 2020 37.57%
September 30, 2020 37.57%

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

31.21%
Minimum
Dec 2020
37.57%
Maximum
Nov 2019
34.92%
Average
36.10%
Median
Jun 2022

Max Drawdown (5Y) Benchmarks