Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 95.41%
September 30, 2024 95.41%
August 31, 2024 95.41%
July 31, 2024 95.41%
June 30, 2024 95.41%
May 31, 2024 95.41%
April 30, 2024 95.41%
March 31, 2024 95.41%
February 29, 2024 95.41%
January 31, 2024 95.41%
December 31, 2023 95.41%
November 30, 2023 95.41%
October 31, 2023 95.41%
September 30, 2023 93.44%
August 31, 2023 93.44%
July 31, 2023 93.44%
June 30, 2023 93.44%
May 31, 2023 93.44%
April 30, 2023 93.44%
March 31, 2023 93.44%
February 28, 2023 93.44%
January 31, 2023 93.44%
December 31, 2022 93.44%
November 30, 2022 92.81%
October 31, 2022 92.81%
Date Value
September 30, 2022 92.81%
August 31, 2022 92.81%
July 31, 2022 92.81%
June 30, 2022 92.81%
May 31, 2022 90.93%
April 30, 2022 87.00%
March 31, 2022 81.00%
February 28, 2022 81.00%
January 31, 2022 81.00%
December 31, 2021 78.76%
November 30, 2021 78.76%
October 31, 2021 78.76%
September 30, 2021 66.17%
August 31, 2021 67.17%
July 31, 2021 72.14%
June 30, 2021 72.14%
May 31, 2021 72.14%
April 30, 2021 72.14%
March 31, 2021 72.14%
February 28, 2021 72.14%
January 31, 2021 72.14%
December 31, 2020 72.14%
November 30, 2020 72.14%
October 31, 2020 72.14%
September 30, 2020 72.14%

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

66.17%
Minimum
Sep 2021
95.41%
Maximum
Oct 2023
83.95%
Average
88.97%
Median

Max Drawdown (5Y) Benchmarks