Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 43.67%
September 30, 2024 43.67%
August 31, 2024 43.67%
July 31, 2024 43.67%
June 30, 2024 43.67%
May 31, 2024 43.67%
April 30, 2024 43.67%
March 31, 2024 43.67%
February 29, 2024 43.67%
January 31, 2024 43.67%
December 31, 2023 43.67%
November 30, 2023 43.67%
October 31, 2023 43.67%
September 30, 2023 43.67%
August 31, 2023 43.67%
July 31, 2023 43.67%
June 30, 2023 43.67%
May 31, 2023 43.67%
April 30, 2023 43.67%
March 31, 2023 43.67%
February 28, 2023 43.67%
January 31, 2023 43.67%
December 31, 2022 43.67%
November 30, 2022 43.67%
October 31, 2022 43.67%
Date Value
September 30, 2022 43.67%
August 31, 2022 43.67%
July 31, 2022 43.67%
June 30, 2022 43.67%
May 31, 2022 43.67%
April 30, 2022 43.67%
March 31, 2022 43.67%
February 28, 2022 43.67%
January 31, 2022 43.67%
December 31, 2021 43.67%
November 30, 2021 43.67%
October 31, 2021 47.23%
September 30, 2021 51.52%
August 31, 2021 51.52%
July 31, 2021 51.52%
June 30, 2021 51.52%
May 31, 2021 51.79%
April 30, 2021 51.79%
March 31, 2021 51.79%
February 28, 2021 52.05%
January 31, 2021 53.31%
December 31, 2020 53.31%
November 30, 2020 53.31%
October 31, 2020 53.31%
September 30, 2020 53.31%

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

43.67%
Minimum
Nov 2021
53.31%
Maximum
Nov 2019
47.21%
Average
43.67%
Median
Nov 2021