Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 44.08%
September 30, 2024 44.08%
August 31, 2024 44.08%
July 31, 2024 44.08%
June 30, 2024 44.08%
May 31, 2024 44.08%
April 30, 2024 44.08%
March 31, 2024 44.08%
February 29, 2024 44.08%
January 31, 2024 44.08%
December 31, 2023 44.08%
November 30, 2023 44.08%
October 31, 2023 44.08%
September 30, 2023 44.08%
August 31, 2023 44.08%
July 31, 2023 44.08%
June 30, 2023 44.08%
May 31, 2023 44.08%
April 30, 2023 44.08%
March 31, 2023 44.08%
February 28, 2023 44.08%
January 31, 2023 44.08%
December 31, 2022 44.08%
November 30, 2022 44.08%
October 31, 2022 44.08%
Date Value
September 30, 2022 44.08%
August 31, 2022 44.08%
July 31, 2022 44.08%
June 30, 2022 44.08%
May 31, 2022 40.30%
April 30, 2022 39.18%
March 31, 2022 33.69%
February 28, 2022 33.20%
January 31, 2022 32.92%
December 31, 2021 32.92%
November 30, 2021 32.92%
October 31, 2021 32.92%
September 30, 2021 32.92%
August 31, 2021 32.92%
July 31, 2021 32.92%
June 30, 2021 32.92%
May 31, 2021 32.92%
April 30, 2021 32.92%
March 31, 2021 32.92%
February 28, 2021 32.92%
January 31, 2021 32.92%
December 31, 2020 32.92%
November 30, 2020 32.92%
October 31, 2020 32.92%
September 30, 2020 32.92%

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

30.72%
Minimum
Nov 2019
44.08%
Maximum
Jun 2022
38.41%
Average
39.74%
Median

Max Drawdown (5Y) Benchmarks