Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 96.22%
September 30, 2024 96.22%
August 31, 2024 96.22%
July 31, 2024 96.22%
June 30, 2024 96.22%
May 31, 2024 96.22%
April 30, 2024 96.22%
March 31, 2024 96.22%
February 29, 2024 96.22%
January 31, 2024 96.22%
December 31, 2023 96.22%
November 30, 2023 96.22%
October 31, 2023 96.22%
September 30, 2023 96.22%
August 31, 2023 96.22%
July 31, 2023 96.22%
June 30, 2023 96.22%
May 31, 2023 96.22%
April 30, 2023 96.22%
March 31, 2023 96.22%
February 28, 2023 96.22%
January 31, 2023 96.22%
December 31, 2022 95.81%
November 30, 2022 95.52%
October 31, 2022 95.52%
Date Value
September 30, 2022 94.97%
August 31, 2022 94.97%
July 31, 2022 94.97%
June 30, 2022 94.56%
May 31, 2022 94.53%
April 30, 2022 94.53%
March 31, 2022 94.53%
February 28, 2022 94.53%
January 31, 2022 94.53%
December 31, 2021 94.53%
November 30, 2021 94.53%
October 31, 2021 94.53%
September 30, 2021 94.53%
August 31, 2021 94.53%
July 31, 2021 94.53%
June 30, 2021 94.53%
May 31, 2021 94.53%
April 30, 2021 94.53%
March 31, 2021 94.53%
February 28, 2021 94.53%
January 31, 2021 94.53%
December 31, 2020 94.53%
November 30, 2020 94.53%
October 31, 2020 94.53%
September 30, 2020 94.53%

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

71.94%
Minimum
Nov 2019
96.22%
Maximum
Jan 2023
94.13%
Average
94.53%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks