Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 48.23%
September 30, 2024 48.23%
August 31, 2024 48.23%
July 31, 2024 48.23%
June 30, 2024 48.23%
May 31, 2024 48.23%
April 30, 2024 48.23%
March 31, 2024 48.23%
February 29, 2024 48.23%
January 31, 2024 48.23%
December 31, 2023 48.23%
November 30, 2023 48.23%
October 31, 2023 48.23%
September 30, 2023 48.23%
August 31, 2023 48.23%
July 31, 2023 48.23%
June 30, 2023 48.23%
May 31, 2023 48.23%
April 30, 2023 48.23%
March 31, 2023 48.23%
February 28, 2023 48.23%
January 31, 2023 48.23%
December 31, 2022 48.23%
November 30, 2022 48.23%
October 31, 2022 48.23%
Date Value
September 30, 2022 48.23%
August 31, 2022 48.23%
July 31, 2022 48.23%
June 30, 2022 48.23%
May 31, 2022 48.23%
April 30, 2022 48.23%
March 31, 2022 48.23%
February 28, 2022 48.23%
January 31, 2022 48.23%
December 31, 2021 48.23%
November 30, 2021 48.23%
October 31, 2021 48.23%
September 30, 2021 48.23%
August 31, 2021 48.23%
July 31, 2021 48.23%
June 30, 2021 48.23%
May 31, 2021 48.23%
April 30, 2021 48.23%
March 31, 2021 49.38%
February 28, 2021 49.86%
January 31, 2021 50.87%
December 31, 2020 54.17%
November 30, 2020 64.16%
October 31, 2020 65.99%
September 30, 2020 65.99%

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

48.23%
Minimum
Apr 2021
65.99%
Maximum
Nov 2019
52.24%
Average
48.23%
Median
Apr 2021

Max Drawdown (5Y) Benchmarks