Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 39.73%
September 30, 2024 39.73%
August 31, 2024 39.73%
July 31, 2024 39.73%
June 30, 2024 39.73%
May 31, 2024 39.73%
April 30, 2024 39.73%
March 31, 2024 39.73%
February 29, 2024 39.73%
January 31, 2024 39.73%
December 31, 2023 39.73%
November 30, 2023 39.73%
October 31, 2023 39.73%
September 30, 2023 39.73%
August 31, 2023 39.73%
July 31, 2023 39.73%
June 30, 2023 39.73%
May 31, 2023 39.73%
April 30, 2023 39.73%
March 31, 2023 39.73%
February 28, 2023 39.73%
January 31, 2023 39.73%
December 31, 2022 39.73%
November 30, 2022 39.73%
October 31, 2022 39.73%
Date Value
September 30, 2022 39.73%
August 31, 2022 39.73%
July 31, 2022 44.86%
June 30, 2022 47.58%
May 31, 2022 47.58%
April 30, 2022 47.58%
March 31, 2022 47.58%
February 28, 2022 47.58%
January 31, 2022 47.58%
December 31, 2021 47.58%
November 30, 2021 47.58%
October 31, 2021 47.58%
September 30, 2021 47.58%
August 31, 2021 47.58%
July 31, 2021 47.58%
June 30, 2021 47.58%
May 31, 2021 47.58%
April 30, 2021 47.58%
March 31, 2021 47.58%
February 28, 2021 47.58%
January 31, 2021 47.58%
December 31, 2020 47.58%
November 30, 2020 47.58%
October 31, 2020 47.58%
September 30, 2020 47.58%

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

39.73%
Minimum
Aug 2022
47.58%
Maximum
Nov 2019
44.00%
Average
47.58%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks