Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 41.60%
September 30, 2024 41.60%
August 31, 2024 41.60%
July 31, 2024 41.60%
June 30, 2024 41.60%
May 31, 2024 41.60%
April 30, 2024 41.60%
March 31, 2024 41.60%
February 29, 2024 41.60%
January 31, 2024 41.60%
December 31, 2023 41.60%
November 30, 2023 41.60%
October 31, 2023 41.60%
September 30, 2023 41.60%
August 31, 2023 41.60%
July 31, 2023 41.60%
June 30, 2023 41.60%
May 31, 2023 41.60%
April 30, 2023 41.60%
March 31, 2023 41.60%
February 28, 2023 41.60%
January 31, 2023 41.60%
December 31, 2022 41.60%
November 30, 2022 41.60%
October 31, 2022 41.60%
Date Value
September 30, 2022 41.60%
August 31, 2022 41.60%
July 31, 2022 41.60%
June 30, 2022 41.60%
May 31, 2022 41.60%
April 30, 2022 41.60%
March 31, 2022 41.60%
February 28, 2022 41.60%
January 31, 2022 41.60%
December 31, 2021 47.07%
November 30, 2021 49.10%
October 31, 2021 49.10%
September 30, 2021 49.10%
August 31, 2021 49.10%
July 31, 2021 49.10%
June 30, 2021 49.10%
May 31, 2021 49.10%
April 30, 2021 49.10%
March 31, 2021 49.10%
February 28, 2021 49.10%
January 31, 2021 49.10%
December 31, 2020 49.10%
November 30, 2020 49.10%
October 31, 2020 49.10%
September 30, 2020 49.10%

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.

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Max Drawdown (5Y) Range, Past 5 Years

41.60%
Minimum
Jan 2022
49.10%
Maximum
Nov 2019
44.81%
Average
41.60%
Median
Jan 2022

Max Drawdown (5Y) Benchmarks