Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 84.92%
September 30, 2024 84.92%
August 31, 2024 84.92%
July 31, 2024 84.92%
June 30, 2024 84.92%
May 31, 2024 84.92%
April 30, 2024 84.92%
March 31, 2024 84.92%
February 29, 2024 84.92%
January 31, 2024 84.92%
December 31, 2023 84.92%
November 30, 2023 84.92%
October 31, 2023 84.92%
September 30, 2023 84.92%
August 31, 2023 83.13%
July 31, 2023 83.13%
June 30, 2023 83.13%
May 31, 2023 83.13%
April 30, 2023 83.13%
March 31, 2023 83.13%
February 28, 2023 83.13%
January 31, 2023 83.13%
December 31, 2022 83.13%
November 30, 2022 83.13%
October 31, 2022 83.13%
Date Value
September 30, 2022 83.13%
August 31, 2022 83.13%
July 31, 2022 83.13%
June 30, 2022 83.13%
May 31, 2022 83.13%
April 30, 2022 83.13%
March 31, 2022 83.13%
February 28, 2022 83.13%
January 31, 2022 83.13%
December 31, 2021 83.13%
November 30, 2021 83.13%
October 31, 2021 83.13%
September 30, 2021 83.13%
August 31, 2021 83.13%
July 31, 2021 83.13%
June 30, 2021 83.13%
May 31, 2021 83.13%
April 30, 2021 83.13%
March 31, 2021 83.13%
February 28, 2021 83.13%
January 31, 2021 83.13%
December 31, 2020 83.13%
November 30, 2020 83.13%
October 31, 2020 83.13%
September 30, 2020 83.13%

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

35.80%
Minimum
Nov 2019
84.92%
Maximum
Sep 2023
80.57%
Average
83.13%
Median
May 2020

Max Drawdown (5Y) Benchmarks