Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 37.09%
September 30, 2024 37.09%
August 31, 2024 37.09%
July 31, 2024 37.09%
June 30, 2024 37.09%
May 31, 2024 37.09%
April 30, 2024 37.09%
March 31, 2024 37.09%
February 29, 2024 37.09%
January 31, 2024 37.09%
December 31, 2023 37.09%
November 30, 2023 37.09%
October 31, 2023 37.09%
September 30, 2023 37.09%
August 31, 2023 37.09%
July 31, 2023 37.09%
June 30, 2023 37.09%
May 31, 2023 37.09%
April 30, 2023 37.09%
March 31, 2023 37.09%
February 28, 2023 37.09%
January 31, 2023 37.09%
December 31, 2022 37.09%
November 30, 2022 37.09%
October 31, 2022 37.09%
Date Value
September 30, 2022 35.18%
August 31, 2022 32.38%
July 31, 2022 32.38%
June 30, 2022 32.38%
May 31, 2022 29.72%
April 30, 2022 28.98%
March 31, 2022 28.98%
February 28, 2022 26.65%
January 31, 2022 26.65%
December 31, 2021 26.65%
November 30, 2021 26.65%
October 31, 2021 26.65%
September 30, 2021 26.65%
August 31, 2021 26.65%
July 31, 2021 26.65%
June 30, 2021 26.65%
May 31, 2021 26.65%
April 30, 2021 26.65%
March 31, 2021 26.65%
February 28, 2021 26.65%
January 31, 2021 26.65%
December 31, 2020 26.65%
November 30, 2020 26.65%
October 31, 2020 26.65%
September 30, 2020 26.65%

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

24.29%
Minimum
Nov 2019
37.09%
Maximum
Oct 2022
31.40%
Average
29.35%
Median

Max Drawdown (5Y) Benchmarks