Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 61.09%
September 30, 2024 61.09%
August 31, 2024 61.09%
July 31, 2024 61.09%
June 30, 2024 61.09%
May 31, 2024 61.09%
April 30, 2024 61.09%
March 31, 2024 62.11%
February 29, 2024 62.11%
January 31, 2024 62.11%
December 31, 2023 62.39%
November 30, 2023 62.74%
October 31, 2023 62.74%
September 30, 2023 62.91%
August 31, 2023 62.91%
July 31, 2023 62.91%
June 30, 2023 62.91%
May 31, 2023 62.91%
April 30, 2023 62.91%
March 31, 2023 62.91%
February 28, 2023 62.91%
January 31, 2023 62.91%
December 31, 2022 62.91%
November 30, 2022 63.09%
October 31, 2022 66.08%
Date Value
September 30, 2022 66.08%
August 31, 2022 66.46%
July 31, 2022 66.46%
June 30, 2022 66.46%
May 31, 2022 66.46%
April 30, 2022 66.46%
March 31, 2022 66.46%
February 28, 2022 66.46%
January 31, 2022 66.46%
December 31, 2021 66.46%
November 30, 2021 66.46%
October 31, 2021 66.46%
September 30, 2021 68.39%
August 31, 2021 69.38%
July 31, 2021 72.33%
June 30, 2021 72.33%
May 31, 2021 72.33%
April 30, 2021 72.33%
March 31, 2021 72.33%
February 28, 2021 72.33%
January 31, 2021 72.33%
December 31, 2020 74.02%
November 30, 2020 74.02%
October 31, 2020 74.02%
September 30, 2020 74.02%

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

61.09%
Minimum
Apr 2024
74.02%
Maximum
Nov 2019
67.29%
Average
66.46%
Median
Oct 2021

Max Drawdown (5Y) Benchmarks