Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 85.67%
September 30, 2024 85.67%
August 31, 2024 85.67%
July 31, 2024 76.27%
June 30, 2024 70.10%
May 31, 2024 70.10%
April 30, 2024 70.10%
March 31, 2024 70.10%
February 29, 2024 70.10%
January 31, 2024 70.10%
December 31, 2023 70.10%
November 30, 2023 70.10%
October 31, 2023 70.10%
September 30, 2023 70.10%
August 31, 2023 70.10%
July 31, 2023 70.10%
June 30, 2023 70.10%
May 31, 2023 70.10%
April 30, 2023 72.46%
March 31, 2023 74.39%
February 28, 2023 74.39%
January 31, 2023 75.81%
December 31, 2022 76.94%
November 30, 2022 76.94%
October 31, 2022 76.94%
Date Value
September 30, 2022 76.94%
August 31, 2022 76.94%
July 31, 2022 76.94%
June 30, 2022 76.94%
May 31, 2022 76.94%
April 30, 2022 76.94%
March 31, 2022 76.94%
February 28, 2022 76.94%
January 31, 2022 76.94%
December 31, 2021 76.94%
November 30, 2021 76.94%
October 31, 2021 76.94%
September 30, 2021 76.94%
August 31, 2021 76.94%
July 31, 2021 76.94%
June 30, 2021 76.94%
May 31, 2021 76.94%
April 30, 2021 76.94%
March 31, 2021 76.94%
February 28, 2021 76.94%
January 31, 2021 76.94%
December 31, 2020 76.94%
November 30, 2020 76.94%
October 31, 2020 76.94%
September 30, 2020 76.94%

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

70.10%
Minimum
May 2023
85.67%
Maximum
Aug 2024
75.59%
Average
76.94%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks