Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 41.16%
September 30, 2024 41.16%
August 31, 2024 41.16%
July 31, 2024 41.16%
June 30, 2024 41.16%
May 31, 2024 41.16%
April 30, 2024 41.16%
March 31, 2024 41.16%
February 29, 2024 41.16%
January 31, 2024 41.16%
December 31, 2023 41.16%
November 30, 2023 41.16%
October 31, 2023 41.16%
September 30, 2023 40.92%
August 31, 2023 40.92%
July 31, 2023 40.92%
June 30, 2023 36.85%
May 31, 2023 36.85%
April 30, 2023 36.85%
March 31, 2023 36.85%
February 28, 2023 36.85%
January 31, 2023 36.85%
December 31, 2022 36.85%
November 30, 2022 36.85%
October 31, 2022 36.85%
Date Value
September 30, 2022 33.32%
August 31, 2022 26.58%
July 31, 2022 21.94%
June 30, 2022 19.83%
May 31, 2022 19.83%
April 30, 2022 20.08%
March 31, 2022 20.08%
February 28, 2022 20.08%
January 31, 2022 20.08%
December 31, 2021 20.08%
November 30, 2021 20.08%
October 31, 2021 20.08%
September 30, 2021 20.08%
August 31, 2021 20.08%
July 31, 2021 20.08%
June 30, 2021 20.08%
May 31, 2021 20.08%
April 30, 2021 20.08%
March 31, 2021 20.08%
February 28, 2021 20.08%
January 31, 2021 20.08%
December 31, 2020 20.08%
November 30, 2020 20.08%
October 31, 2020 20.08%
September 30, 2020 20.08%

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

19.83%
Minimum
May 2022
41.16%
Maximum
Oct 2023
28.55%
Average
20.08%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks