Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 95.94%
September 30, 2024 95.15%
August 31, 2024 94.24%
July 31, 2024 93.49%
June 30, 2024 93.22%
May 31, 2024 87.18%
April 30, 2024 85.20%
March 31, 2024 83.29%
February 29, 2024 82.20%
January 31, 2024 81.95%
December 31, 2023 80.91%
November 30, 2023 80.91%
October 31, 2023 79.63%
September 30, 2023 65.45%
August 31, 2023 57.39%
July 31, 2023 51.26%
June 30, 2023 51.26%
May 31, 2023 51.26%
April 30, 2023 51.26%
March 31, 2023 51.26%
February 28, 2023 51.26%
January 31, 2023 51.26%
December 31, 2022 51.26%
November 30, 2022 51.26%
October 31, 2022 51.26%
Date Value
September 30, 2022 51.26%
August 31, 2022 51.26%
July 31, 2022 51.26%
June 30, 2022 54.38%
May 31, 2022 56.64%
April 30, 2022 62.80%
March 31, 2022 64.22%
February 28, 2022 67.54%
January 31, 2022 70.85%
December 31, 2021 70.85%
November 30, 2021 70.97%
October 31, 2021 70.97%
September 30, 2021 70.97%
August 31, 2021 70.97%
July 31, 2021 70.97%
June 30, 2021 70.97%
May 31, 2021 70.97%
April 30, 2021 70.97%
March 31, 2021 70.97%
February 28, 2021 70.97%
January 31, 2021 70.97%
December 31, 2020 70.97%
November 30, 2020 70.97%
October 31, 2020 70.97%
September 30, 2020 70.97%

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

51.26%
Minimum
Jul 2022
95.94%
Maximum
Oct 2024
69.07%
Average
70.97%
Median
Nov 2019