Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 91.22%
September 30, 2024 91.22%
August 31, 2024 91.22%
July 31, 2024 91.22%
June 30, 2024 91.22%
May 31, 2024 91.22%
April 30, 2024 91.22%
March 31, 2024 91.22%
February 29, 2024 91.22%
January 31, 2024 91.22%
December 31, 2023 91.22%
November 30, 2023 91.22%
October 31, 2023 91.22%
September 30, 2023 91.22%
August 31, 2023 91.22%
July 31, 2023 91.22%
June 30, 2023 91.22%
May 31, 2023 91.22%
April 30, 2023 91.22%
March 31, 2023 91.22%
February 28, 2023 91.22%
January 31, 2023 91.22%
December 31, 2022 91.22%
November 30, 2022 91.22%
October 31, 2022 85.93%
Date Value
September 30, 2022 85.93%
August 31, 2022 84.73%
July 31, 2022 83.99%
June 30, 2022 83.99%
May 31, 2022 83.99%
April 30, 2022 83.18%
March 31, 2022 81.48%
February 28, 2022 81.48%
January 31, 2022 81.48%
December 31, 2021 80.66%
November 30, 2021 80.33%
October 31, 2021 76.68%
September 30, 2021 73.52%
August 31, 2021 72.38%
July 31, 2021 69.08%
June 30, 2021 66.25%
May 31, 2021 65.41%
April 30, 2021 60.84%
March 31, 2021 60.84%
February 28, 2021 60.84%
January 31, 2021 60.84%
December 31, 2020 60.84%
November 30, 2020 60.84%
October 31, 2020 60.84%
September 30, 2020 60.84%

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

49.77%
Minimum
Nov 2019
91.22%
Maximum
Nov 2022
77.68%
Average
83.59%
Median

Max Drawdown (5Y) Benchmarks