Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 80.87%
September 30, 2024 80.87%
August 31, 2024 80.87%
July 31, 2024 80.87%
June 30, 2024 80.87%
May 31, 2024 80.87%
April 30, 2024 80.87%
March 31, 2024 80.87%
February 29, 2024 80.87%
January 31, 2024 80.87%
December 31, 2023 80.87%
November 30, 2023 80.87%
October 31, 2023 80.87%
September 30, 2023 80.87%
August 31, 2023 80.87%
July 31, 2023 80.87%
June 30, 2023 80.87%
May 31, 2023 80.87%
April 30, 2023 80.87%
March 31, 2023 80.87%
February 28, 2023 80.87%
January 31, 2023 80.87%
December 31, 2022 80.87%
November 30, 2022 80.87%
October 31, 2022 72.03%
Date Value
September 30, 2022 69.39%
August 31, 2022 58.97%
July 31, 2022 55.96%
June 30, 2022 55.96%
May 31, 2022 54.22%
April 30, 2022 48.77%
March 31, 2022 48.77%
February 28, 2022 48.77%
January 31, 2022 50.32%
December 31, 2021 51.15%
November 30, 2021 53.44%
October 31, 2021 54.51%
September 30, 2021 54.51%
August 31, 2021 54.51%
July 31, 2021 54.51%
June 30, 2021 54.51%
May 31, 2021 54.51%
April 30, 2021 55.93%
March 31, 2021 55.93%
February 28, 2021 55.93%
January 31, 2021 62.58%
December 31, 2020 62.58%
November 30, 2020 62.58%
October 31, 2020 62.58%
September 30, 2020 62.58%

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

48.77%
Minimum
Feb 2022
80.87%
Maximum
Nov 2022
67.37%
Average
62.58%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks