Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 45.54%
September 30, 2024 45.54%
August 31, 2024 45.54%
July 31, 2024 45.54%
June 30, 2024 45.54%
May 31, 2024 45.54%
April 30, 2024 45.54%
March 31, 2024 45.54%
February 29, 2024 45.54%
January 31, 2024 45.54%
December 31, 2023 45.54%
November 30, 2023 45.54%
October 31, 2023 45.54%
September 30, 2023 45.54%
August 31, 2023 45.54%
July 31, 2023 45.54%
June 30, 2023 45.54%
May 31, 2023 45.54%
April 30, 2023 45.54%
March 31, 2023 45.54%
February 28, 2023 45.54%
January 31, 2023 45.54%
December 31, 2022 45.54%
November 30, 2022 45.54%
October 31, 2022 45.54%
Date Value
September 30, 2022 41.83%
August 31, 2022 38.49%
July 31, 2022 38.49%
June 30, 2022 38.49%
May 31, 2022 35.24%
April 30, 2022 32.30%
March 31, 2022 32.30%
February 28, 2022 32.30%
January 31, 2022 32.30%
December 31, 2021 32.30%
November 30, 2021 32.30%
October 31, 2021 32.30%
September 30, 2021 32.30%
August 31, 2021 32.30%
July 31, 2021 32.30%
June 30, 2021 32.30%
May 31, 2021 32.30%
April 30, 2021 32.30%
March 31, 2021 32.30%
February 28, 2021 32.30%
January 31, 2021 32.30%
December 31, 2020 32.30%
November 30, 2020 32.30%
October 31, 2020 32.30%
September 30, 2020 32.30%

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

22.69%
Minimum
Nov 2019
45.54%
Maximum
Oct 2022
37.69%
Average
33.77%
Median