Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 55.92%
September 30, 2024 55.92%
August 31, 2024 55.92%
July 31, 2024 55.92%
June 30, 2024 55.92%
May 31, 2024 55.92%
April 30, 2024 55.92%
March 31, 2024 55.92%
February 29, 2024 55.92%
January 31, 2024 55.92%
December 31, 2023 55.92%
November 30, 2023 55.92%
October 31, 2023 55.92%
September 30, 2023 55.92%
August 31, 2023 55.92%
July 31, 2023 55.92%
June 30, 2023 55.92%
May 31, 2023 55.92%
April 30, 2023 55.92%
March 31, 2023 55.92%
February 28, 2023 55.92%
January 31, 2023 55.92%
December 31, 2022 55.92%
November 30, 2022 55.92%
October 31, 2022 54.61%
Date Value
September 30, 2022 54.61%
August 31, 2022 54.61%
July 31, 2022 54.61%
June 30, 2022 54.61%
May 31, 2022 49.23%
April 30, 2022 49.23%
March 31, 2022 49.23%
February 28, 2022 49.23%
January 31, 2022 49.23%
December 31, 2021 49.23%
November 30, 2021 49.23%
October 31, 2021 49.23%
September 30, 2021 49.23%
August 31, 2021 49.23%
July 31, 2021 49.23%
June 30, 2021 49.23%
May 31, 2021 49.23%
April 30, 2021 49.23%
March 31, 2021 49.23%
February 28, 2021 49.23%
January 31, 2021 57.65%
December 31, 2020 57.65%
November 30, 2020 57.65%
October 31, 2020 57.65%
September 30, 2020 57.65%

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

49.23%
Minimum
Feb 2021
57.65%
Maximum
Nov 2019
54.46%
Average
55.92%
Median
Nov 2022

Max Drawdown (5Y) Benchmarks