Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 59.22%
September 30, 2024 59.22%
August 31, 2024 59.22%
July 31, 2024 57.78%
June 30, 2024 57.00%
May 31, 2024 54.89%
April 30, 2024 54.89%
March 31, 2024 53.33%
February 29, 2024 53.33%
January 31, 2024 53.33%
December 31, 2023 53.33%
November 30, 2023 53.33%
October 31, 2023 53.33%
September 30, 2023 53.33%
August 31, 2023 53.33%
July 31, 2023 53.33%
June 30, 2023 53.33%
May 31, 2023 53.33%
April 30, 2023 53.33%
March 31, 2023 53.33%
February 28, 2023 53.33%
January 31, 2023 53.33%
December 31, 2022 53.33%
November 30, 2022 53.33%
October 31, 2022 53.33%
Date Value
September 30, 2022 53.33%
August 31, 2022 53.33%
July 31, 2022 53.33%
June 30, 2022 53.33%
May 31, 2022 53.33%
April 30, 2022 53.33%
March 31, 2022 53.33%
February 28, 2022 44.33%
January 31, 2022 40.00%
December 31, 2021 40.00%
November 30, 2021 40.00%
October 31, 2021 40.00%
September 30, 2021 40.00%
August 31, 2021 40.00%
July 31, 2021 40.00%
June 30, 2021 41.37%
May 31, 2021 41.37%
April 30, 2021 41.37%
March 31, 2021 41.37%
February 28, 2021 41.37%
January 31, 2021 41.37%
December 31, 2020 41.37%
November 30, 2020 41.37%
October 31, 2020 41.37%
September 30, 2020 41.37%

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

40.00%
Minimum
Jul 2021
59.22%
Maximum
Aug 2024
48.12%
Average
53.33%
Median
Mar 2022

Max Drawdown (5Y) Benchmarks