Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 31.99%
September 30, 2024 31.99%
August 31, 2024 31.99%
July 31, 2024 31.99%
June 30, 2024 31.99%
May 31, 2024 31.99%
April 30, 2024 31.99%
March 31, 2024 31.99%
February 29, 2024 31.99%
January 31, 2024 31.99%
December 31, 2023 31.99%
November 30, 2023 31.99%
October 31, 2023 31.99%
September 30, 2023 31.99%
August 31, 2023 31.99%
July 31, 2023 31.99%
June 30, 2023 31.99%
May 31, 2023 31.99%
April 30, 2023 31.99%
March 31, 2023 31.99%
February 28, 2023 31.99%
January 31, 2023 31.99%
December 31, 2022 31.99%
November 30, 2022 31.99%
October 31, 2022 31.99%
Date Value
September 30, 2022 31.99%
August 31, 2022 31.99%
July 31, 2022 31.99%
June 30, 2022 31.99%
May 31, 2022 31.99%
April 30, 2022 31.99%
March 31, 2022 31.99%
February 28, 2022 31.99%
January 31, 2022 31.99%
December 31, 2021 28.57%
November 30, 2021 27.17%
October 31, 2021 26.04%
September 30, 2021 26.04%
August 31, 2021 26.04%
July 31, 2021 26.04%
June 30, 2021 26.04%
May 31, 2021 26.04%
April 30, 2021 26.04%
March 31, 2021 26.04%
February 28, 2021 26.04%
January 31, 2021 26.04%
December 31, 2020 26.04%
November 30, 2020 26.04%
October 31, 2020 26.04%
September 30, 2020 26.04%

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

21.24%
Minimum
Nov 2019
31.99%
Maximum
Jan 2022
29.15%
Average
31.99%
Median
Jan 2022

Max Drawdown (5Y) Benchmarks