Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 61.31%
September 30, 2024 61.31%
August 31, 2024 61.31%
July 31, 2024 61.31%
June 30, 2024 61.31%
May 31, 2024 61.31%
April 30, 2024 61.31%
March 31, 2024 61.31%
February 29, 2024 61.31%
January 31, 2024 61.31%
December 31, 2023 61.31%
November 30, 2023 61.31%
October 31, 2023 61.31%
September 30, 2023 53.16%
August 31, 2023 45.13%
July 31, 2023 41.44%
June 30, 2023 41.44%
May 31, 2023 41.44%
April 30, 2023 41.44%
March 31, 2023 41.44%
February 28, 2023 41.44%
January 31, 2023 41.44%
December 31, 2022 41.44%
November 30, 2022 41.44%
October 31, 2022 41.44%
Date Value
September 30, 2022 41.44%
August 31, 2022 41.44%
July 31, 2022 41.44%
June 30, 2022 41.44%
May 31, 2022 41.44%
April 30, 2022 39.93%
March 31, 2022 39.93%
February 28, 2022 39.93%
January 31, 2022 39.93%
December 31, 2021 39.93%
November 30, 2021 39.93%
October 31, 2021 39.93%
September 30, 2021 39.93%
August 31, 2021 39.93%
July 31, 2021 39.93%
June 30, 2021 39.93%
May 31, 2021 43.76%
April 30, 2021 46.41%
March 31, 2021 46.41%
February 28, 2021 46.41%
January 31, 2021 50.82%
December 31, 2020 50.82%
November 30, 2020 50.82%
October 31, 2020 50.82%
September 30, 2020 50.82%

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

39.93%
Minimum
Jun 2021
61.31%
Maximum
Oct 2023
48.36%
Average
46.41%
Median
Feb 2021

Max Drawdown (5Y) Benchmarks