Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 76.36%
August 31, 2024 76.36%
July 31, 2024 76.36%
June 30, 2024 76.36%
May 31, 2024 76.36%
April 30, 2024 76.36%
March 31, 2024 76.36%
February 29, 2024 76.36%
January 31, 2024 76.36%
December 31, 2023 76.36%
November 30, 2023 76.36%
October 31, 2023 76.36%
September 30, 2023 76.36%
August 31, 2023 76.36%
July 31, 2023 76.36%
June 30, 2023 76.36%
May 31, 2023 76.36%
April 30, 2023 75.45%
March 31, 2023 75.45%
February 28, 2023 75.45%
January 31, 2023 75.45%
December 31, 2022 75.45%
November 30, 2022 75.45%
October 31, 2022 75.45%
September 30, 2022 75.45%
Date Value
August 31, 2022 75.45%
July 31, 2022 75.45%
June 30, 2022 75.45%
May 31, 2022 75.45%
April 30, 2022 75.45%
March 31, 2022 75.45%
February 28, 2022 75.45%
January 31, 2022 73.64%
December 31, 2021 70.91%
November 30, 2021 69.09%
October 31, 2021 69.09%
September 30, 2021 76.47%
August 31, 2021 82.35%
July 31, 2021 83.53%
June 30, 2021 87.65%
May 31, 2021 91.18%
April 30, 2021 92.35%
March 31, 2021 92.35%
February 28, 2021 92.35%
January 31, 2021 92.35%
December 31, 2020 92.35%
November 30, 2020 96.10%
October 31, 2020 96.10%
September 30, 2020 96.10%
August 31, 2020 96.10%

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

69.09%
Minimum
Oct 2021
96.10%
Maximum
Nov 2019
82.12%
Average
76.36%
Median
May 2023

Max Drawdown (5Y) Benchmarks