Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2024 48.72%
October 31, 2024 48.72%
September 30, 2024 48.72%
August 31, 2024 48.72%
July 31, 2024 48.72%
June 30, 2024 48.72%
May 31, 2024 48.72%
April 30, 2024 48.72%
March 31, 2024 48.72%
February 29, 2024 48.72%
January 31, 2024 48.72%
December 31, 2023 48.72%
November 30, 2023 48.72%
October 31, 2023 48.72%
September 30, 2023 42.66%
August 31, 2023 42.66%
July 31, 2023 42.66%
June 30, 2023 42.66%
May 31, 2023 42.66%
April 30, 2023 42.66%
March 31, 2023 42.66%
February 28, 2023 42.66%
January 31, 2023 42.66%
December 31, 2022 42.66%
November 30, 2022 42.66%
Date Value
October 31, 2022 42.66%
September 30, 2022 40.96%
August 31, 2022 40.96%
July 31, 2022 40.96%
June 30, 2022 40.96%
May 31, 2022 40.96%
April 30, 2022 40.96%
March 31, 2022 40.96%
February 28, 2022 40.96%
January 31, 2022 40.96%
December 31, 2021 40.96%
November 30, 2021 40.96%
October 31, 2021 40.96%
September 30, 2021 40.96%
August 31, 2021 40.96%
July 31, 2021 40.96%
June 30, 2021 40.96%
May 31, 2021 40.96%
April 30, 2021 40.96%
March 31, 2021 40.96%
February 28, 2021 40.96%
January 31, 2021 40.96%
December 31, 2020 40.96%
November 30, 2020 40.96%
October 31, 2020 40.96%

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

13.74%
Minimum
Dec 2019
48.72%
Maximum
Oct 2023
41.75%
Average
40.96%
Median
Mar 2020