Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 51.40%
September 30, 2024 51.40%
August 31, 2024 51.40%
July 31, 2024 51.40%
June 30, 2024 51.40%
May 31, 2024 51.40%
April 30, 2024 51.40%
March 31, 2024 51.40%
February 29, 2024 51.40%
January 31, 2024 51.40%
December 31, 2023 51.40%
November 30, 2023 51.40%
October 31, 2023 51.40%
September 30, 2023 51.40%
August 31, 2023 51.40%
July 31, 2023 51.40%
June 30, 2023 51.40%
May 31, 2023 51.40%
April 30, 2023 47.72%
March 31, 2023 43.70%
February 28, 2023 40.84%
January 31, 2023 40.84%
December 31, 2022 40.84%
November 30, 2022 40.84%
October 31, 2022 40.84%
Date Value
September 30, 2022 40.84%
August 31, 2022 40.84%
July 31, 2022 40.84%
June 30, 2022 40.84%
May 31, 2022 40.84%
April 30, 2022 40.84%
March 31, 2022 40.84%
February 28, 2022 40.84%
January 31, 2022 40.84%
December 31, 2021 40.84%
November 30, 2021 40.84%
October 31, 2021 40.84%
September 30, 2021 40.84%
August 31, 2021 40.84%
July 31, 2021 40.84%
June 30, 2021 40.84%
May 31, 2021 40.84%
April 30, 2021 40.84%
March 31, 2021 40.84%
February 28, 2021 40.84%
January 31, 2021 40.84%
December 31, 2020 40.84%
November 30, 2020 40.84%
October 31, 2020 40.84%
September 30, 2020 40.84%

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

32.97%
Minimum
Nov 2019
51.40%
Maximum
May 2023
43.64%
Average
40.84%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks