Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 93.03%
September 30, 2024 92.01%
August 31, 2024 92.01%
July 31, 2024 92.01%
June 30, 2024 92.01%
May 31, 2024 92.01%
April 30, 2024 92.01%
March 31, 2024 91.66%
February 29, 2024 88.47%
January 31, 2024 86.16%
December 31, 2023 86.16%
November 30, 2023 86.16%
October 31, 2023 86.16%
September 30, 2023 86.16%
August 31, 2023 86.16%
July 31, 2023 86.16%
June 30, 2023 86.16%
May 31, 2023 86.16%
April 30, 2023 84.88%
March 31, 2023 75.42%
February 28, 2023 74.78%
January 31, 2023 74.78%
December 31, 2022 74.78%
November 30, 2022 74.78%
October 31, 2022 74.78%
Date Value
September 30, 2022 74.78%
August 31, 2022 74.78%
July 31, 2022 74.78%
June 30, 2022 74.78%
May 31, 2022 74.78%
April 30, 2022 74.78%
March 31, 2022 74.78%
February 28, 2022 74.78%
January 31, 2022 74.78%
December 31, 2021 74.78%
November 30, 2021 74.78%
October 31, 2021 74.78%
September 30, 2021 74.78%
August 31, 2021 74.78%
July 31, 2021 74.78%
June 30, 2021 74.78%
May 31, 2021 74.78%
April 30, 2021 74.78%
March 31, 2021 74.78%
February 28, 2021 74.78%
January 31, 2021 74.78%
December 31, 2020 74.78%
November 30, 2020 74.78%
October 31, 2020 74.78%
September 30, 2020 74.78%

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

68.16%
Minimum
Nov 2019
93.03%
Maximum
Oct 2024
78.76%
Average
74.78%
Median
Mar 2020