Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 96.92%
September 30, 2024 96.92%
August 31, 2024 96.92%
July 31, 2024 96.92%
June 30, 2024 96.92%
May 31, 2024 96.92%
April 30, 2024 96.92%
March 31, 2024 96.92%
February 29, 2024 96.92%
January 31, 2024 96.92%
December 31, 2023 96.92%
November 30, 2023 96.92%
October 31, 2023 96.92%
September 30, 2023 96.92%
August 31, 2023 96.92%
July 31, 2023 96.92%
June 30, 2023 96.92%
May 31, 2023 96.92%
April 30, 2023 96.92%
March 31, 2023 96.92%
February 28, 2023 96.92%
January 31, 2023 96.92%
December 31, 2022 96.92%
November 30, 2022 96.92%
October 31, 2022 96.92%
Date Value
September 30, 2022 96.92%
August 31, 2022 96.92%
July 31, 2022 96.74%
June 30, 2022 96.64%
May 31, 2022 94.65%
April 30, 2022 77.98%
March 31, 2022 70.48%
February 28, 2022 70.48%
January 31, 2022 70.48%
December 31, 2021 70.48%
November 30, 2021 70.48%
October 31, 2021 70.48%
September 30, 2021 70.48%
August 31, 2021 70.48%
July 31, 2021 70.48%
June 30, 2021 70.48%
May 31, 2021 70.48%
April 30, 2021 70.48%
March 31, 2021 70.48%
February 28, 2021 70.48%
January 31, 2021 70.48%
December 31, 2020 70.48%
November 30, 2020 70.48%
October 31, 2020 70.48%
September 30, 2020 70.48%

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

68.12%
Minimum
Nov 2019
96.92%
Maximum
Aug 2022
83.62%
Average
86.32%
Median

Max Drawdown (5Y) Benchmarks