Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 58.62%
September 30, 2024 58.62%
August 31, 2024 58.62%
July 31, 2024 58.62%
June 30, 2024 58.62%
May 31, 2024 58.62%
April 30, 2024 58.62%
March 31, 2024 58.62%
February 29, 2024 58.62%
January 31, 2024 58.62%
December 31, 2023 58.62%
November 30, 2023 58.62%
October 31, 2023 58.62%
September 30, 2023 58.62%
August 31, 2023 56.00%
July 31, 2023 56.00%
June 30, 2023 56.00%
May 31, 2023 56.00%
April 30, 2023 56.00%
March 31, 2023 56.00%
February 28, 2023 56.00%
January 31, 2023 56.00%
December 31, 2022 56.00%
November 30, 2022 56.00%
October 31, 2022 56.00%
Date Value
September 30, 2022 53.14%
August 31, 2022 53.14%
July 31, 2022 53.14%
June 30, 2022 53.14%
May 31, 2022 48.15%
April 30, 2022 45.19%
March 31, 2022 33.39%
February 28, 2022 32.58%
January 31, 2022 32.58%
December 31, 2021 28.52%
November 30, 2021 28.52%
October 31, 2021 28.52%
September 30, 2021 28.52%
August 31, 2021 28.52%
July 31, 2021 28.52%
June 30, 2021 28.52%
May 31, 2021 28.52%
April 30, 2021 28.52%
March 31, 2021 28.52%
February 28, 2021 28.52%
January 31, 2021 28.52%
December 31, 2020 28.52%
November 30, 2020 28.52%
October 31, 2020 28.52%
September 30, 2020 28.52%

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

26.75%
Minimum
Nov 2019
58.62%
Maximum
Sep 2023
42.93%
Average
46.67%
Median