Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 65.29%
September 30, 2024 65.29%
August 31, 2024 65.29%
July 31, 2024 65.29%
June 30, 2024 65.29%
May 31, 2024 65.49%
April 30, 2024 77.08%
March 31, 2024 77.08%
February 29, 2024 77.08%
January 31, 2024 77.08%
December 31, 2023 79.12%
November 30, 2023 85.60%
October 31, 2023 85.60%
September 30, 2023 85.60%
August 31, 2023 85.60%
July 31, 2023 85.60%
June 30, 2023 85.60%
May 31, 2023 85.60%
April 30, 2023 85.60%
March 31, 2023 85.60%
February 28, 2023 85.60%
January 31, 2023 85.60%
December 31, 2022 85.60%
November 30, 2022 85.60%
October 31, 2022 85.60%
Date Value
September 30, 2022 85.60%
August 31, 2022 85.60%
July 31, 2022 85.60%
June 30, 2022 85.60%
May 31, 2022 85.60%
April 30, 2022 85.60%
March 31, 2022 85.60%
February 28, 2022 85.60%
January 31, 2022 85.60%
December 31, 2021 90.28%
November 30, 2021 90.70%
October 31, 2021 90.75%
September 30, 2021 91.00%
August 31, 2021 91.00%
July 31, 2021 91.00%
June 30, 2021 91.00%
May 31, 2021 92.96%
April 30, 2021 93.38%
March 31, 2021 93.38%
February 28, 2021 93.38%
January 31, 2021 93.38%
December 31, 2020 93.38%
November 30, 2020 93.38%
October 31, 2020 93.65%
September 30, 2020 93.65%

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

65.29%
Minimum
Jun 2024
97.38%
Maximum
Nov 2019
86.20%
Average
85.60%
Median
Jan 2022

Max Drawdown (5Y) Benchmarks