Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 50.65%
September 30, 2024 50.65%
August 31, 2024 50.65%
July 31, 2024 50.65%
June 30, 2024 50.65%
May 31, 2024 50.65%
April 30, 2024 50.65%
March 31, 2024 50.65%
February 29, 2024 50.65%
January 31, 2024 50.65%
December 31, 2023 50.65%
November 30, 2023 50.65%
October 31, 2023 50.65%
September 30, 2023 50.65%
August 31, 2023 50.65%
July 31, 2023 50.65%
June 30, 2023 50.65%
May 31, 2023 50.65%
April 30, 2023 50.65%
March 31, 2023 50.65%
February 28, 2023 50.65%
January 31, 2023 50.65%
December 31, 2022 50.65%
November 30, 2022 50.65%
October 31, 2022 50.65%
Date Value
September 30, 2022 50.65%
August 31, 2022 50.65%
July 31, 2022 50.65%
June 30, 2022 47.03%
May 31, 2022 47.03%
April 30, 2022 47.03%
March 31, 2022 46.01%
February 28, 2022 45.13%
January 31, 2022 45.13%
December 31, 2021 45.13%
November 30, 2021 45.13%
October 31, 2021 45.13%
September 30, 2021 45.13%
August 31, 2021 45.13%
July 31, 2021 45.13%
June 30, 2021 45.13%
May 31, 2021 45.13%
April 30, 2021 45.13%
March 31, 2021 45.13%
February 28, 2021 45.13%
January 31, 2021 45.13%
December 31, 2020 45.13%
November 30, 2020 45.13%
October 31, 2020 45.13%
September 30, 2020 45.13%

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

42.91%
Minimum
Nov 2019
50.65%
Maximum
Jul 2022
47.67%
Average
47.03%
Median
Apr 2022

Max Drawdown (5Y) Benchmarks