Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 44.29%
September 30, 2024 44.29%
August 31, 2024 44.29%
July 31, 2024 44.29%
June 30, 2024 44.29%
May 31, 2024 44.29%
April 30, 2024 44.29%
March 31, 2024 44.29%
February 29, 2024 44.29%
January 31, 2024 44.29%
December 31, 2023 44.29%
November 30, 2023 44.29%
October 31, 2023 44.29%
September 30, 2023 44.29%
August 31, 2023 44.29%
July 31, 2023 44.29%
June 30, 2023 44.29%
May 31, 2023 44.29%
April 30, 2023 44.29%
March 31, 2023 44.29%
February 28, 2023 44.29%
January 31, 2023 44.29%
December 31, 2022 44.29%
November 30, 2022 44.29%
October 31, 2022 41.74%
Date Value
September 30, 2022 39.41%
August 31, 2022 36.01%
July 31, 2022 36.01%
June 30, 2022 36.01%
May 31, 2022 36.01%
April 30, 2022 36.01%
March 31, 2022 36.01%
February 28, 2022 36.01%
January 31, 2022 36.01%
December 31, 2021 36.01%
November 30, 2021 36.01%
October 31, 2021 36.01%
September 30, 2021 36.01%
August 31, 2021 36.01%
July 31, 2021 36.01%
June 30, 2021 36.01%
May 31, 2021 36.01%
April 30, 2021 36.01%
March 31, 2021 36.01%
February 28, 2021 36.01%
January 31, 2021 36.01%
December 31, 2020 36.01%
November 30, 2020 45.08%
October 31, 2020 45.08%
September 30, 2020 45.08%

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

36.01%
Minimum
Dec 2020
45.08%
Maximum
Nov 2019
41.44%
Average
44.29%
Median
Nov 2022

Max Drawdown (5Y) Benchmarks