Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 86.10%
September 30, 2024 86.10%
August 31, 2024 86.10%
July 31, 2024 86.10%
June 30, 2024 86.10%
May 31, 2024 86.10%
April 30, 2024 86.10%
March 31, 2024 86.10%
February 29, 2024 86.10%
January 31, 2024 86.10%
December 31, 2023 86.10%
November 30, 2023 86.10%
October 31, 2023 86.10%
September 30, 2023 85.83%
August 31, 2023 85.83%
July 31, 2023 83.56%
June 30, 2023 83.42%
May 31, 2023 83.42%
April 30, 2023 79.41%
March 31, 2023 78.34%
February 28, 2023 78.34%
January 31, 2023 77.78%
December 31, 2022 77.78%
November 30, 2022 77.78%
October 31, 2022 77.78%
Date Value
September 30, 2022 77.78%
August 31, 2022 78.16%
July 31, 2022 78.16%
June 30, 2022 78.16%
May 31, 2022 78.16%
April 30, 2022 78.16%
March 31, 2022 78.16%
February 28, 2022 78.16%
January 31, 2022 78.16%
December 31, 2021 78.16%
November 30, 2021 78.16%
October 31, 2021 78.16%
September 30, 2021 78.16%
August 31, 2021 78.16%
July 31, 2021 78.16%
June 30, 2021 78.16%
May 31, 2021 78.16%
April 30, 2021 78.16%
March 31, 2021 78.16%
February 28, 2021 78.16%
January 31, 2021 78.16%
December 31, 2020 78.16%
November 30, 2020 78.16%
October 31, 2020 78.16%
September 30, 2020 78.16%

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

77.78%
Minimum
Sep 2022
86.10%
Maximum
Oct 2023
80.39%
Average
78.16%
Median
Nov 2019