Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 60.95%
August 31, 2024 60.95%
July 31, 2024 60.95%
June 30, 2024 60.95%
May 31, 2024 60.95%
April 30, 2024 60.95%
March 31, 2024 60.95%
February 29, 2024 60.95%
January 31, 2024 56.13%
December 31, 2023 56.13%
November 30, 2023 56.13%
October 31, 2023 56.13%
September 30, 2023 54.54%
August 31, 2023 54.54%
July 31, 2023 54.54%
June 30, 2023 54.54%
May 31, 2023 54.54%
April 30, 2023 54.54%
March 31, 2023 54.54%
February 28, 2023 54.54%
January 31, 2023 54.54%
December 31, 2022 54.54%
November 30, 2022 54.54%
October 31, 2022 54.11%
September 30, 2022 55.67%
Date Value
August 31, 2022 57.27%
July 31, 2022 57.97%
June 30, 2022 59.63%
May 31, 2022 65.70%
April 30, 2022 66.80%
March 31, 2022 67.77%
February 28, 2022 69.43%
January 31, 2022 69.43%
December 31, 2021 69.43%
November 30, 2021 69.43%
October 31, 2021 69.43%
September 30, 2021 69.57%
August 31, 2021 69.57%
July 31, 2021 69.57%
June 30, 2021 69.57%
May 31, 2021 69.57%
April 30, 2021 69.57%
March 31, 2021 69.57%
February 28, 2021 69.57%
January 31, 2021 71.22%
December 31, 2020 72.33%
November 30, 2020 78.19%
October 31, 2020 79.92%
September 30, 2020 79.92%
August 31, 2020 79.92%

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

54.11%
Minimum
Oct 2022
79.92%
Maximum
Nov 2019
65.79%
Average
66.80%
Median
Apr 2022

Max Drawdown (5Y) Benchmarks