Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 75.14%
September 30, 2024 75.14%
August 31, 2024 75.14%
July 31, 2024 75.14%
June 30, 2024 75.14%
May 31, 2024 75.14%
April 30, 2024 75.14%
March 31, 2024 75.14%
February 29, 2024 75.14%
January 31, 2024 75.14%
December 31, 2023 75.14%
November 30, 2023 75.14%
October 31, 2023 75.14%
September 30, 2023 75.14%
August 31, 2023 75.14%
July 31, 2023 75.14%
June 30, 2023 75.14%
May 31, 2023 75.14%
April 30, 2023 75.14%
March 31, 2023 75.14%
February 28, 2023 75.14%
January 31, 2023 75.14%
December 31, 2022 75.14%
November 30, 2022 75.14%
October 31, 2022 75.14%
Date Value
September 30, 2022 75.14%
August 31, 2022 75.14%
July 31, 2022 75.14%
June 30, 2022 75.14%
May 31, 2022 75.14%
April 30, 2022 75.14%
March 31, 2022 75.14%
February 28, 2022 75.14%
January 31, 2022 75.14%
December 31, 2021 75.14%
November 30, 2021 75.14%
October 31, 2021 75.14%
September 30, 2021 75.14%
August 31, 2021 75.14%
July 31, 2021 75.14%
June 30, 2021 75.14%
May 31, 2021 75.14%
April 30, 2021 77.38%
March 31, 2021 80.54%
February 28, 2021 81.50%
January 31, 2021 83.50%
December 31, 2020 85.08%
November 30, 2020 91.97%
October 31, 2020 92.28%
September 30, 2020 92.28%

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

75.14%
Minimum
May 2021
92.28%
Maximum
Nov 2019
79.39%
Average
75.14%
Median
May 2021

Max Drawdown (5Y) Benchmarks