Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2024 57.23%
October 31, 2024 61.96%
September 30, 2024 64.74%
August 31, 2024 64.74%
July 31, 2024 64.74%
June 30, 2024 64.74%
May 31, 2024 64.74%
April 30, 2024 64.74%
March 31, 2024 64.74%
February 29, 2024 64.74%
January 31, 2024 66.43%
December 31, 2023 72.57%
November 30, 2023 75.61%
October 31, 2023 75.61%
September 30, 2023 75.61%
August 31, 2023 75.61%
July 31, 2023 75.61%
June 30, 2023 75.61%
May 31, 2023 75.61%
April 30, 2023 76.09%
March 31, 2023 79.13%
February 28, 2023 82.72%
January 31, 2023 86.96%
December 31, 2022 88.26%
November 30, 2022 89.78%
Date Value
October 31, 2022 90.43%
September 30, 2022 90.43%
August 31, 2022 90.43%
July 31, 2022 90.43%
June 30, 2022 90.43%
May 31, 2022 90.43%
April 30, 2022 90.43%
March 31, 2022 90.43%
February 28, 2022 90.43%
January 31, 2022 90.43%
December 31, 2021 90.43%
November 30, 2021 90.43%
October 31, 2021 90.43%
September 30, 2021 90.43%
August 31, 2021 90.43%
July 31, 2021 90.43%
June 30, 2021 90.43%
May 31, 2021 90.43%
April 30, 2021 90.43%
March 31, 2021 90.43%
February 28, 2021 90.43%
January 31, 2021 90.43%
December 31, 2020 90.43%
November 30, 2020 90.43%
October 31, 2020 90.43%

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

57.23%
Minimum
Nov 2024
90.43%
Maximum
Dec 2019
82.89%
Average
90.43%
Median
Dec 2019