Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 75.42%
September 30, 2024 75.42%
August 31, 2024 75.42%
July 31, 2024 75.42%
June 30, 2024 75.42%
May 31, 2024 75.42%
April 30, 2024 75.42%
March 31, 2024 75.42%
February 29, 2024 73.40%
January 31, 2024 73.28%
December 31, 2023 73.28%
November 30, 2023 73.28%
October 31, 2023 72.54%
September 30, 2023 69.41%
August 31, 2023 69.41%
July 31, 2023 63.22%
June 30, 2023 63.22%
May 31, 2023 57.79%
April 30, 2023 54.78%
March 31, 2023 54.78%
February 28, 2023 54.78%
January 31, 2023 54.78%
December 31, 2022 54.78%
November 30, 2022 54.78%
October 31, 2022 54.78%
Date Value
September 30, 2022 54.78%
August 31, 2022 54.78%
July 31, 2022 54.78%
June 30, 2022 54.78%
May 31, 2022 54.78%
April 30, 2022 54.78%
March 31, 2022 54.78%
February 28, 2022 54.78%
January 31, 2022 54.78%
December 31, 2021 54.78%
November 30, 2021 54.78%
October 31, 2021 54.78%
September 30, 2021 54.78%
August 31, 2021 54.78%
July 31, 2021 54.78%
June 30, 2021 54.78%
May 31, 2021 54.78%
April 30, 2021 54.78%
March 31, 2021 54.78%
February 28, 2021 54.78%
January 31, 2021 58.86%
December 31, 2020 60.16%
November 30, 2020 60.16%
October 31, 2020 60.16%
September 30, 2020 60.16%

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

54.78%
Minimum
Feb 2021
75.42%
Maximum
Mar 2024
61.21%
Average
60.16%
Median
Nov 2019