Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 65.46%
September 30, 2024 65.46%
August 31, 2024 65.46%
July 31, 2024 65.46%
June 30, 2024 65.46%
May 31, 2024 65.46%
April 30, 2024 65.46%
March 31, 2024 65.46%
February 29, 2024 65.46%
January 31, 2024 65.46%
December 31, 2023 65.46%
November 30, 2023 65.46%
October 31, 2023 65.46%
September 30, 2023 65.46%
August 31, 2023 65.46%
July 31, 2023 65.46%
June 30, 2023 65.46%
May 31, 2023 65.46%
April 30, 2023 65.46%
March 31, 2023 65.46%
February 28, 2023 65.46%
January 31, 2023 65.46%
December 31, 2022 65.46%
November 30, 2022 65.46%
October 31, 2022 65.46%
Date Value
September 30, 2022 65.46%
August 31, 2022 65.24%
July 31, 2022 65.24%
June 30, 2022 65.24%
May 31, 2022 65.24%
April 30, 2022 62.82%
March 31, 2022 62.82%
February 28, 2022 58.23%
January 31, 2022 58.23%
December 31, 2021 53.99%
November 30, 2021 53.99%
October 31, 2021 53.99%
September 30, 2021 53.99%
August 31, 2021 53.99%
July 31, 2021 53.99%
June 30, 2021 53.99%
May 31, 2021 53.99%
April 30, 2021 53.99%
March 31, 2021 53.99%
February 28, 2021 53.99%
January 31, 2021 53.99%
December 31, 2020 53.99%
November 30, 2020 56.35%
October 31, 2020 56.35%
September 30, 2020 56.35%

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

53.99%
Minimum
Dec 2020
65.46%
Maximum
Sep 2022
60.66%
Average
64.03%
Median

Max Drawdown (5Y) Benchmarks