Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 96.32%
September 30, 2024 95.32%
August 31, 2024 95.32%
July 31, 2024 95.32%
June 30, 2024 94.77%
May 31, 2024 94.71%
April 30, 2024 94.57%
March 31, 2024 94.52%
February 29, 2024 91.10%
January 31, 2024 90.55%
December 31, 2023 90.55%
November 30, 2023 90.55%
October 31, 2023 90.55%
September 30, 2023 90.55%
August 31, 2023 90.55%
July 31, 2023 90.55%
June 30, 2023 90.55%
May 31, 2023 90.55%
April 30, 2023 90.55%
March 31, 2023 90.55%
February 28, 2023 90.55%
January 31, 2023 90.55%
December 31, 2022 90.55%
November 30, 2022 90.55%
October 31, 2022 90.55%
Date Value
September 30, 2022 90.55%
August 31, 2022 90.55%
July 31, 2022 90.55%
June 30, 2022 90.55%
May 31, 2022 90.55%
April 30, 2022 90.55%
March 31, 2022 90.55%
February 28, 2022 90.55%
January 31, 2022 90.55%
December 31, 2021 90.55%
November 30, 2021 90.55%
October 31, 2021 90.55%
September 30, 2021 90.55%
August 31, 2021 90.55%
July 31, 2021 90.55%
June 30, 2021 90.55%
May 31, 2021 90.55%
April 30, 2021 90.55%
March 31, 2021 90.55%
February 28, 2021 90.55%
January 31, 2021 90.55%
December 31, 2020 90.55%
November 30, 2020 90.55%
October 31, 2020 90.55%
September 30, 2020 90.55%

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

78.04%
Minimum
Nov 2019
96.32%
Maximum
Oct 2024
89.28%
Average
90.55%
Median
Sep 2020

Max Drawdown (5Y) Benchmarks