Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 50.56%
September 30, 2024 50.56%
August 31, 2024 50.56%
July 31, 2024 50.56%
June 30, 2024 50.56%
May 31, 2024 50.56%
April 30, 2024 50.56%
March 31, 2024 50.56%
February 29, 2024 50.56%
January 31, 2024 50.56%
December 31, 2023 50.56%
November 30, 2023 50.56%
October 31, 2023 50.56%
September 30, 2023 50.56%
August 31, 2023 50.56%
July 31, 2023 50.56%
June 30, 2023 50.56%
May 31, 2023 50.56%
April 30, 2023 50.56%
March 31, 2023 50.56%
February 28, 2023 50.56%
January 31, 2023 50.56%
December 31, 2022 50.56%
November 30, 2022 50.56%
October 31, 2022 50.56%
Date Value
September 30, 2022 49.87%
August 31, 2022 38.14%
July 31, 2022 37.58%
June 30, 2022 37.58%
May 31, 2022 37.58%
April 30, 2022 34.32%
March 31, 2022 30.70%
February 28, 2022 30.70%
January 31, 2022 30.70%
December 31, 2021 30.70%
November 30, 2021 30.70%
October 31, 2021 30.70%
September 30, 2021 30.70%
August 31, 2021 30.70%
July 31, 2021 30.70%
June 30, 2021 30.70%
May 31, 2021 30.70%
April 30, 2021 30.70%
March 31, 2021 30.70%
February 28, 2021 38.29%
January 31, 2021 41.58%
December 31, 2020 41.58%
November 30, 2020 41.58%
October 31, 2020 41.58%
September 30, 2020 41.58%

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

30.70%
Minimum
Mar 2021
50.56%
Maximum
Oct 2022
42.85%
Average
41.58%
Median
Jan 2020