Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 90.02%
September 30, 2024 90.02%
August 31, 2024 90.02%
July 31, 2024 90.26%
June 30, 2024 90.26%
May 31, 2024 90.81%
April 30, 2024 90.81%
March 31, 2024 90.81%
February 29, 2024 90.81%
January 31, 2024 90.81%
December 31, 2023 90.81%
November 30, 2023 90.81%
October 31, 2023 90.81%
September 30, 2023 90.81%
August 31, 2023 90.81%
July 31, 2023 90.81%
June 30, 2023 90.81%
May 31, 2023 90.81%
April 30, 2023 90.81%
March 31, 2023 90.81%
February 28, 2023 90.81%
January 31, 2023 90.81%
December 31, 2022 90.81%
November 30, 2022 90.81%
October 31, 2022 90.81%
Date Value
September 30, 2022 90.81%
August 31, 2022 90.81%
July 31, 2022 90.81%
June 30, 2022 90.81%
May 31, 2022 90.81%
April 30, 2022 90.81%
March 31, 2022 90.81%
February 28, 2022 90.81%
January 31, 2022 90.81%
December 31, 2021 90.81%
November 30, 2021 90.81%
October 31, 2021 90.81%
September 30, 2021 90.81%
August 31, 2021 90.81%
July 31, 2021 90.81%
June 30, 2021 90.81%
May 31, 2021 90.81%
April 30, 2021 90.81%
March 31, 2021 90.81%
February 28, 2021 90.81%
January 31, 2021 90.81%
December 31, 2020 90.81%
November 30, 2020 90.81%
October 31, 2020 90.81%
September 30, 2020 90.81%

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.

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Max Drawdown (5Y) Range, Past 5 Years

90.02%
Minimum
Aug 2024
90.81%
Maximum
Nov 2019
90.76%
Average
90.81%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks