Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 87.90%
September 30, 2024 87.90%
August 31, 2024 87.90%
July 31, 2024 87.90%
June 30, 2024 87.90%
May 31, 2024 87.90%
April 30, 2024 87.90%
March 31, 2024 87.90%
February 29, 2024 87.90%
January 31, 2024 87.90%
December 31, 2023 87.90%
November 30, 2023 87.90%
October 31, 2023 82.91%
September 30, 2023 82.91%
August 31, 2023 82.91%
July 31, 2023 82.91%
June 30, 2023 82.91%
May 31, 2023 82.91%
April 30, 2023 82.91%
March 31, 2023 82.91%
February 28, 2023 82.91%
January 31, 2023 82.91%
December 31, 2022 82.91%
November 30, 2022 82.91%
October 31, 2022 82.91%
Date Value
September 30, 2022 82.91%
August 31, 2022 82.91%
July 31, 2022 82.91%
June 30, 2022 82.91%
May 31, 2022 82.91%
April 30, 2022 82.91%
March 31, 2022 82.91%
February 28, 2022 82.91%
January 31, 2022 82.91%
December 31, 2021 82.91%
November 30, 2021 82.91%
October 31, 2021 82.91%
September 30, 2021 82.91%
August 31, 2021 82.91%
July 31, 2021 82.91%
June 30, 2021 82.91%
May 31, 2021 82.91%
April 30, 2021 82.91%
March 31, 2021 82.91%
February 28, 2021 82.91%
January 31, 2021 82.91%
December 31, 2020 82.91%
November 30, 2020 82.91%
October 31, 2020 82.91%
September 30, 2020 82.91%

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

72.84%
Minimum
Nov 2019
87.90%
Maximum
Nov 2023
83.23%
Average
82.91%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks