Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 82.99%
September 30, 2024 82.99%
August 31, 2024 82.99%
July 31, 2024 82.99%
June 30, 2024 82.99%
May 31, 2024 82.99%
April 30, 2024 82.99%
March 31, 2024 82.99%
February 29, 2024 82.99%
January 31, 2024 82.78%
December 31, 2023 81.19%
November 30, 2023 80.72%
October 31, 2023 76.72%
September 30, 2023 75.79%
August 31, 2023 74.45%
July 31, 2023 71.22%
June 30, 2023 71.22%
May 31, 2023 71.22%
April 30, 2023 71.22%
March 31, 2023 71.22%
February 28, 2023 71.22%
January 31, 2023 71.22%
December 31, 2022 71.22%
November 30, 2022 69.12%
October 31, 2022 69.12%
Date Value
September 30, 2022 69.12%
August 31, 2022 69.12%
July 31, 2022 69.12%
June 30, 2022 69.12%
May 31, 2022 69.12%
April 30, 2022 64.91%
March 31, 2022 64.36%
February 28, 2022 61.28%
January 31, 2022 59.80%
December 31, 2021 54.43%
November 30, 2021 54.43%
October 31, 2021 54.43%
September 30, 2021 54.43%
August 31, 2021 57.62%
July 31, 2021 57.62%
June 30, 2021 57.62%
May 31, 2021 65.74%
April 30, 2021 71.01%
March 31, 2021 73.02%
February 28, 2021 73.54%
January 31, 2021 73.54%
December 31, 2020 73.54%
November 30, 2020 73.54%
October 31, 2020 73.54%
September 30, 2020 73.54%

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

54.43%
Minimum
Sep 2021
82.99%
Maximum
Feb 2024
71.66%
Average
73.54%
Median
Nov 2019