Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 68.21%
September 30, 2024 68.21%
August 31, 2024 68.21%
July 31, 2024 68.21%
June 30, 2024 68.21%
May 31, 2024 68.21%
April 30, 2024 68.21%
March 31, 2024 68.21%
February 29, 2024 68.21%
January 31, 2024 68.21%
December 31, 2023 68.21%
November 30, 2023 68.21%
October 31, 2023 68.21%
September 30, 2023 68.21%
August 31, 2023 68.21%
July 31, 2023 68.21%
June 30, 2023 68.21%
May 31, 2023 68.21%
April 30, 2023 68.21%
March 31, 2023 68.21%
February 28, 2023 68.21%
January 31, 2023 68.21%
December 31, 2022 68.21%
November 30, 2022 67.29%
October 31, 2022 67.29%
Date Value
September 30, 2022 67.29%
August 31, 2022 66.76%
July 31, 2022 66.76%
June 30, 2022 66.76%
May 31, 2022 66.76%
April 30, 2022 66.76%
March 31, 2022 66.76%
February 28, 2022 66.76%
January 31, 2022 66.76%
December 31, 2021 66.76%
November 30, 2021 66.76%
October 31, 2021 66.76%
September 30, 2021 66.76%
August 31, 2021 66.76%
July 31, 2021 66.76%
June 30, 2021 66.76%
May 31, 2021 66.76%
April 30, 2021 66.76%
March 31, 2021 66.76%
February 28, 2021 66.76%
January 31, 2021 66.76%
December 31, 2020 66.76%
November 30, 2020 66.76%
October 31, 2020 66.76%
September 30, 2020 66.76%

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

41.68%
Minimum
Nov 2019
68.21%
Maximum
Dec 2022
65.67%
Average
66.76%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks