Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 92.10%
September 30, 2024 92.10%
August 31, 2024 92.10%
July 31, 2024 92.10%
June 30, 2024 92.10%
May 31, 2024 92.10%
April 30, 2024 92.10%
March 31, 2024 92.10%
February 29, 2024 92.10%
January 31, 2024 92.10%
December 31, 2023 92.10%
November 30, 2023 92.10%
October 31, 2023 92.10%
September 30, 2023 92.10%
August 31, 2023 92.10%
July 31, 2023 92.10%
June 30, 2023 92.10%
May 31, 2023 92.10%
April 30, 2023 92.10%
March 31, 2023 92.10%
February 28, 2023 92.10%
January 31, 2023 92.10%
December 31, 2022 92.10%
November 30, 2022 92.10%
October 31, 2022 92.10%
Date Value
September 30, 2022 92.10%
August 31, 2022 92.10%
July 31, 2022 92.10%
June 30, 2022 92.10%
May 31, 2022 92.10%
April 30, 2022 84.48%
March 31, 2022 84.48%
February 28, 2022 84.48%
January 31, 2022 82.91%
December 31, 2021 78.17%
November 30, 2021 77.59%
October 31, 2021 72.37%
September 30, 2021 70.42%
August 31, 2021 70.42%
July 31, 2021 63.29%
June 30, 2021 63.29%
May 31, 2021 63.29%
April 30, 2021 63.29%
March 31, 2021 63.29%
February 28, 2021 63.29%
January 31, 2021 63.29%
December 31, 2020 63.29%
November 30, 2020 63.29%
October 31, 2020 63.29%
September 30, 2020 63.29%

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

48.06%
Minimum
Nov 2019
92.10%
Maximum
May 2022
79.05%
Average
88.29%
Median

Max Drawdown (5Y) Benchmarks