Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 63.89%
September 30, 2024 63.89%
August 31, 2024 63.89%
July 31, 2024 63.89%
June 30, 2024 63.89%
May 31, 2024 63.89%
April 30, 2024 63.89%
March 31, 2024 63.89%
February 29, 2024 63.89%
January 31, 2024 63.89%
December 31, 2023 63.89%
November 30, 2023 63.89%
October 31, 2023 63.89%
September 30, 2023 63.89%
August 31, 2023 63.89%
July 31, 2023 63.89%
June 30, 2023 63.89%
May 31, 2023 63.89%
April 30, 2023 63.89%
March 31, 2023 63.89%
February 28, 2023 63.89%
January 31, 2023 63.89%
December 31, 2022 63.89%
November 30, 2022 63.89%
October 31, 2022 63.89%
Date Value
September 30, 2022 63.89%
August 31, 2022 63.89%
July 31, 2022 63.89%
June 30, 2022 63.89%
May 31, 2022 63.89%
April 30, 2022 57.56%
March 31, 2022 53.39%
February 28, 2022 51.08%
January 31, 2022 50.84%
December 31, 2021 37.47%
November 30, 2021 35.26%
October 31, 2021 35.26%
September 30, 2021 35.26%
August 31, 2021 40.69%
July 31, 2021 40.69%
June 30, 2021 40.69%
May 31, 2021 40.69%
April 30, 2021 40.69%
March 31, 2021 44.75%
February 28, 2021 44.95%
January 31, 2021 44.95%
December 31, 2020 46.39%
November 30, 2020 49.25%
October 31, 2020 49.25%
September 30, 2020 49.25%

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

35.26%
Minimum
Sep 2021
63.89%
Maximum
May 2022
54.96%
Average
60.72%
Median