Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 70.67%
August 31, 2024 70.67%
July 31, 2024 70.67%
June 30, 2024 70.67%
May 31, 2024 70.67%
April 30, 2024 70.67%
March 31, 2024 70.67%
February 29, 2024 70.67%
January 31, 2024 70.67%
December 31, 2023 70.67%
November 30, 2023 70.67%
October 31, 2023 70.67%
September 30, 2023 70.67%
August 31, 2023 70.67%
July 31, 2023 70.67%
June 30, 2023 70.67%
May 31, 2023 70.67%
April 30, 2023 70.67%
March 31, 2023 70.67%
February 28, 2023 70.67%
January 31, 2023 70.67%
December 31, 2022 70.67%
November 30, 2022 70.67%
October 31, 2022 70.67%
September 30, 2022 70.67%
Date Value
August 31, 2022 70.67%
July 31, 2022 70.67%
June 30, 2022 70.00%
May 31, 2022 66.72%
April 30, 2022 63.20%
March 31, 2022 63.20%
February 28, 2022 63.20%
January 31, 2022 62.96%
December 31, 2021 62.56%
November 30, 2021 61.04%
October 31, 2021 59.33%
September 30, 2021 59.33%
August 31, 2021 59.33%
July 31, 2021 59.33%
June 30, 2021 59.33%
May 31, 2021 59.33%
April 30, 2021 59.33%
March 31, 2021 59.33%
February 28, 2021 58.03%
January 31, 2021 58.03%
December 31, 2020 58.03%
November 30, 2020 58.03%
October 31, 2020 58.03%
September 30, 2020 54.93%
August 31, 2020 53.25%

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

35.82%
Minimum
Nov 2019
70.67%
Maximum
Jul 2022
62.46%
Average
63.20%
Median
Feb 2022