Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 90.08%
September 30, 2024 90.08%
August 31, 2024 90.08%
July 31, 2024 90.08%
June 30, 2024 89.10%
May 31, 2024 87.33%
April 30, 2024 87.33%
March 31, 2024 86.17%
February 29, 2024 86.17%
January 31, 2024 80.74%
December 31, 2023 80.74%
November 30, 2023 80.74%
October 31, 2023 80.08%
September 30, 2023 77.65%
August 31, 2023 77.65%
July 31, 2023 77.65%
June 30, 2023 77.65%
May 31, 2023 77.65%
April 30, 2023 77.65%
March 31, 2023 77.65%
February 28, 2023 77.65%
January 31, 2023 77.65%
December 31, 2022 77.65%
November 30, 2022 77.65%
October 31, 2022 77.65%
Date Value
September 30, 2022 76.86%
August 31, 2022 74.38%
July 31, 2022 70.71%
June 30, 2022 70.71%
May 31, 2022 70.71%
April 30, 2022 70.71%
March 31, 2022 70.71%
February 28, 2022 70.71%
January 31, 2022 69.70%
December 31, 2021 65.54%
November 30, 2021 65.54%
October 31, 2021 65.54%
September 30, 2021 65.54%
August 31, 2021 65.54%
July 31, 2021 65.54%
June 30, 2021 65.54%
May 31, 2021 65.30%
April 30, 2021 65.30%
March 31, 2021 59.20%
February 28, 2021 51.18%
January 31, 2021 51.18%
December 31, 2020 51.18%
November 30, 2020 56.26%
October 31, 2020 56.26%
September 30, 2020 56.26%

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

51.18%
Minimum
Dec 2020
90.08%
Maximum
Jul 2024
70.49%
Average
70.71%
Median
Feb 2022