Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 89.76%
September 30, 2024 89.76%
August 31, 2024 89.76%
July 31, 2024 89.76%
June 30, 2024 89.76%
May 31, 2024 89.76%
April 30, 2024 89.76%
March 31, 2024 89.76%
February 29, 2024 89.76%
January 31, 2024 89.00%
December 31, 2023 88.84%
November 30, 2023 87.62%
October 31, 2023 85.18%
September 30, 2023 85.18%
August 31, 2023 85.18%
July 31, 2023 85.18%
June 30, 2023 84.95%
May 31, 2023 84.95%
April 30, 2023 84.22%
March 31, 2023 85.12%
February 28, 2023 89.12%
January 31, 2023 89.12%
December 31, 2022 89.12%
November 30, 2022 89.12%
October 31, 2022 89.12%
Date Value
September 30, 2022 89.33%
August 31, 2022 90.42%
July 31, 2022 90.42%
June 30, 2022 90.42%
May 31, 2022 90.42%
April 30, 2022 90.42%
March 31, 2022 90.42%
February 28, 2022 90.42%
January 31, 2022 91.91%
December 31, 2021 92.05%
November 30, 2021 92.69%
October 31, 2021 94.77%
September 30, 2021 94.77%
August 31, 2021 94.77%
July 31, 2021 94.77%
June 30, 2021 94.77%
May 31, 2021 94.77%
April 30, 2021 95.02%
March 31, 2021 95.71%
February 28, 2021 95.71%
January 31, 2021 95.71%
December 31, 2020 96.03%
November 30, 2020 96.44%
October 31, 2020 96.44%
September 30, 2020 96.44%

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

84.22%
Minimum
Apr 2023
96.44%
Maximum
Nov 2019
91.64%
Average
90.42%
Median
Feb 2022

Max Drawdown (5Y) Benchmarks