Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 74.31%
September 30, 2024 74.31%
August 31, 2024 74.31%
July 31, 2024 74.31%
June 30, 2024 74.31%
May 31, 2024 74.31%
April 30, 2024 74.31%
March 31, 2024 74.31%
February 29, 2024 74.31%
January 31, 2024 74.31%
December 31, 2023 74.31%
November 30, 2023 74.31%
October 31, 2023 73.45%
September 30, 2023 66.58%
August 31, 2023 64.55%
July 31, 2023 64.55%
June 30, 2023 64.55%
May 31, 2023 64.55%
April 30, 2023 40.73%
March 31, 2023 38.87%
February 28, 2023 38.87%
January 31, 2023 38.87%
December 31, 2022 38.87%
November 30, 2022 38.87%
October 31, 2022 38.87%
Date Value
September 30, 2022 38.87%
August 31, 2022 38.87%
July 31, 2022 38.87%
June 30, 2022 38.87%
May 31, 2022 38.87%
April 30, 2022 38.87%
March 31, 2022 38.87%
February 28, 2022 38.87%
January 31, 2022 38.87%
December 31, 2021 38.87%
November 30, 2021 38.87%
October 31, 2021 38.87%
September 30, 2021 38.87%
August 31, 2021 38.87%
July 31, 2021 38.87%
June 30, 2021 38.87%
May 31, 2021 38.87%
April 30, 2021 38.87%
March 31, 2021 38.87%
February 28, 2021 38.87%
January 31, 2021 38.87%
December 31, 2020 38.87%
November 30, 2020 38.87%
October 31, 2020 38.87%
September 30, 2020 38.87%

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

19.79%
Minimum
Nov 2019
74.31%
Maximum
Nov 2023
47.26%
Average
38.87%
Median
Sep 2020

Max Drawdown (5Y) Benchmarks