Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 97.79%
September 30, 2024 97.79%
August 31, 2024 97.79%
July 31, 2024 97.79%
June 30, 2024 97.79%
May 31, 2024 97.79%
April 30, 2024 97.79%
March 31, 2024 97.79%
February 29, 2024 97.79%
January 31, 2024 97.79%
December 31, 2023 97.79%
November 30, 2023 97.79%
October 31, 2023 97.79%
September 30, 2023 95.84%
August 31, 2023 95.84%
July 31, 2023 95.84%
June 30, 2023 95.84%
May 31, 2023 95.84%
April 30, 2023 95.84%
March 31, 2023 95.84%
February 28, 2023 95.84%
January 31, 2023 95.84%
December 31, 2022 95.84%
November 30, 2022 95.84%
October 31, 2022 95.54%
Date Value
September 30, 2022 95.54%
August 31, 2022 94.11%
July 31, 2022 94.11%
June 30, 2022 93.43%
May 31, 2022 93.43%
April 30, 2022 92.14%
March 31, 2022 89.84%
February 28, 2022 88.87%
January 31, 2022 83.03%
December 31, 2021 83.03%
November 30, 2021 83.03%
October 31, 2021 87.27%
September 30, 2021 87.27%
August 31, 2021 87.27%
July 31, 2021 88.64%
June 30, 2021 88.64%
May 31, 2021 88.64%
April 30, 2021 89.00%
March 31, 2021 90.00%
February 28, 2021 93.45%
January 31, 2021 93.45%
December 31, 2020 93.45%
November 30, 2020 93.45%
October 31, 2020 93.45%
September 30, 2020 93.45%

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

83.03%
Minimum
Nov 2021
97.79%
Maximum
Oct 2023
93.56%
Average
93.45%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks