Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.56%
September 30, 2024 99.56%
August 31, 2024 99.56%
July 31, 2024 99.46%
June 30, 2024 99.29%
May 31, 2024 98.73%
April 30, 2024 98.73%
March 31, 2024 97.73%
February 29, 2024 97.68%
January 31, 2024 97.68%
December 31, 2023 97.68%
November 30, 2023 97.68%
October 31, 2023 97.68%
September 30, 2023 97.26%
August 31, 2023 95.76%
July 31, 2023 94.70%
June 30, 2023 94.70%
May 31, 2023 94.70%
April 30, 2023 94.70%
March 31, 2023 94.46%
February 28, 2023 94.46%
January 31, 2023 94.46%
December 31, 2022 94.46%
November 30, 2022 92.83%
October 31, 2022 92.83%
Date Value
September 30, 2022 92.07%
August 31, 2022 90.96%
July 31, 2022 90.96%
June 30, 2022 90.96%
May 31, 2022 90.96%
April 30, 2022 88.57%
March 31, 2022 88.57%
February 28, 2022 86.84%
January 31, 2022 86.60%
December 31, 2021 78.05%
November 30, 2021 73.91%
October 31, 2021 73.91%
September 30, 2021 73.91%
August 31, 2021 73.91%
July 31, 2021 73.91%
June 30, 2021 73.91%
May 31, 2021 73.91%
April 30, 2021 71.91%
March 31, 2021 71.91%
February 28, 2021 71.91%
January 31, 2021 71.91%
December 31, 2020 71.91%
November 30, 2020 71.91%
October 31, 2020 71.91%
September 30, 2020 71.91%

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

38.76%
Minimum
Nov 2019
99.56%
Maximum
Aug 2024
83.04%
Average
89.77%
Median

Max Drawdown (5Y) Benchmarks