Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 57.52%
September 30, 2024 57.52%
August 31, 2024 57.52%
July 31, 2024 57.52%
June 30, 2024 57.52%
May 31, 2024 57.52%
April 30, 2024 57.52%
March 31, 2024 57.52%
February 29, 2024 57.52%
January 31, 2024 57.52%
December 31, 2023 57.52%
November 30, 2023 57.52%
October 31, 2023 57.52%
September 30, 2023 57.52%
August 31, 2023 57.52%
July 31, 2023 57.52%
June 30, 2023 57.52%
May 31, 2023 57.52%
April 30, 2023 57.52%
March 31, 2023 57.52%
February 28, 2023 57.52%
January 31, 2023 57.52%
December 31, 2022 57.52%
November 30, 2022 57.52%
October 31, 2022 57.52%
Date Value
September 30, 2022 55.27%
August 31, 2022 49.62%
July 31, 2022 48.99%
June 30, 2022 48.31%
May 31, 2022 41.80%
April 30, 2022 41.80%
March 31, 2022 41.80%
February 28, 2022 41.80%
January 31, 2022 41.80%
December 31, 2021 41.80%
November 30, 2021 41.80%
October 31, 2021 41.80%
September 30, 2021 41.80%
August 31, 2021 41.80%
July 31, 2021 41.80%
June 30, 2021 41.80%
May 31, 2021 41.80%
April 30, 2021 41.80%
March 31, 2021 41.80%
February 28, 2021 41.80%
January 31, 2021 41.80%
December 31, 2020 41.80%
November 30, 2020 41.80%
October 31, 2020 41.80%
September 30, 2020 41.80%

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

41.62%
Minimum
Nov 2019
57.52%
Maximum
Oct 2022
48.92%
Average
41.80%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks