Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 96.59%
September 30, 2024 96.59%
August 31, 2024 96.59%
July 31, 2024 96.59%
June 30, 2024 96.59%
May 31, 2024 95.51%
April 30, 2024 95.51%
March 31, 2024 95.51%
February 29, 2024 95.51%
January 31, 2024 94.12%
December 31, 2023 90.18%
November 30, 2023 88.96%
October 31, 2023 83.33%
September 30, 2023 74.76%
August 31, 2023 74.76%
July 31, 2023 76.99%
June 30, 2023 76.99%
May 31, 2023 76.99%
April 30, 2023 76.99%
March 31, 2023 76.99%
February 28, 2023 76.99%
January 31, 2023 76.99%
December 31, 2022 76.99%
November 30, 2022 76.99%
October 31, 2022 76.99%
Date Value
September 30, 2022 78.57%
August 31, 2022 79.91%
July 31, 2022 79.91%
June 30, 2022 79.91%
May 31, 2022 79.91%
April 30, 2022 79.91%
March 31, 2022 79.91%
February 28, 2022 79.91%
January 31, 2022 79.91%
December 31, 2021 79.91%
November 30, 2021 79.91%
October 31, 2021 84.68%
September 30, 2021 86.36%
August 31, 2021 86.36%
July 31, 2021 86.36%
June 30, 2021 86.36%
May 31, 2021 86.36%
April 30, 2021 86.36%
March 31, 2021 86.36%
February 28, 2021 86.36%
January 31, 2021 87.47%
December 31, 2020 88.13%
November 30, 2020 88.70%
October 31, 2020 88.70%
September 30, 2020 88.70%

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

74.76%
Minimum
Aug 2023
96.59%
Maximum
Jun 2024
85.53%
Average
86.36%
Median
Feb 2021

Max Drawdown (5Y) Benchmarks