Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 36.79%
September 30, 2024 36.79%
August 31, 2024 36.79%
July 31, 2024 36.79%
June 30, 2024 36.79%
May 31, 2024 36.79%
April 30, 2024 36.79%
March 31, 2024 36.79%
February 29, 2024 36.79%
January 31, 2024 36.79%
December 31, 2023 36.79%
November 30, 2023 36.79%
October 31, 2023 36.79%
September 30, 2023 36.79%
August 31, 2023 36.79%
July 31, 2023 36.79%
June 30, 2023 36.79%
May 31, 2023 36.79%
April 30, 2023 36.79%
March 31, 2023 36.79%
February 28, 2023 36.79%
January 31, 2023 36.79%
December 31, 2022 36.79%
November 30, 2022 36.79%
October 31, 2022 36.79%
Date Value
September 30, 2022 36.79%
August 31, 2022 28.47%
July 31, 2022 26.81%
June 30, 2022 26.28%
May 31, 2022 26.03%
April 30, 2022 26.03%
March 31, 2022 26.03%
February 28, 2022 25.20%
January 31, 2022 25.20%
December 31, 2021 25.20%
November 30, 2021 25.20%
October 31, 2021 25.20%
September 30, 2021 25.20%
August 31, 2021 25.20%
July 31, 2021 25.20%
June 30, 2021 28.50%
May 31, 2021 28.50%
April 30, 2021 29.04%
March 31, 2021 29.16%
February 28, 2021 29.16%
January 31, 2021 29.16%
December 31, 2020 29.16%
November 30, 2020 29.16%
October 31, 2020 29.16%
September 30, 2020 29.16%

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

25.20%
Minimum
Jul 2021
36.79%
Maximum
Sep 2022
31.66%
Average
29.16%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks