Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 92.34%
September 30, 2024 92.34%
August 31, 2024 92.34%
July 31, 2024 92.34%
June 30, 2024 92.34%
May 31, 2024 92.34%
April 30, 2024 92.34%
March 31, 2024 92.34%
February 29, 2024 92.34%
January 31, 2024 92.34%
December 31, 2023 92.34%
November 30, 2023 92.34%
October 31, 2023 92.34%
September 30, 2023 92.34%
August 31, 2023 92.34%
July 31, 2023 92.34%
June 30, 2023 92.34%
May 31, 2023 92.34%
April 30, 2023 92.34%
March 31, 2023 92.34%
February 28, 2023 92.34%
January 31, 2023 92.34%
December 31, 2022 92.34%
November 30, 2022 92.34%
October 31, 2022 92.34%
Date Value
September 30, 2022 88.39%
August 31, 2022 87.06%
July 31, 2022 86.25%
June 30, 2022 85.69%
May 31, 2022 85.69%
April 30, 2022 85.64%
March 31, 2022 85.64%
February 28, 2022 80.37%
January 31, 2022 79.59%
December 31, 2021 79.59%
November 30, 2021 78.67%
October 31, 2021 78.67%
September 30, 2021 78.67%
August 31, 2021 78.67%
July 31, 2021 78.67%
June 30, 2021 78.67%
May 31, 2021 78.67%
April 30, 2021 78.67%
March 31, 2021 78.67%
February 28, 2021 78.67%
January 31, 2021 78.67%
December 31, 2020 78.67%
November 30, 2020 78.67%
October 31, 2020 78.67%
September 30, 2020 78.67%

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

75.03%
Minimum
Nov 2019
92.34%
Maximum
Oct 2022
85.06%
Average
85.67%
Median

Max Drawdown (5Y) Benchmarks