Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 68.69%
September 30, 2024 68.69%
August 31, 2024 68.69%
July 31, 2024 68.37%
June 30, 2024 68.37%
May 31, 2024 68.37%
April 30, 2024 58.89%
March 31, 2024 58.89%
February 29, 2024 58.89%
January 31, 2024 58.89%
December 31, 2023 58.89%
November 30, 2023 58.89%
October 31, 2023 58.89%
September 30, 2023 58.89%
August 31, 2023 58.89%
July 31, 2023 58.89%
June 30, 2023 58.89%
May 31, 2023 58.89%
April 30, 2023 58.89%
March 31, 2023 59.53%
February 28, 2023 64.46%
January 31, 2023 64.46%
December 31, 2022 65.50%
November 30, 2022 65.50%
October 31, 2022 65.50%
Date Value
September 30, 2022 65.50%
August 31, 2022 65.50%
July 31, 2022 65.50%
June 30, 2022 65.50%
May 31, 2022 65.50%
April 30, 2022 65.50%
March 31, 2022 65.50%
February 28, 2022 65.50%
January 31, 2022 65.50%
December 31, 2021 65.50%
November 30, 2021 68.87%
October 31, 2021 72.76%
September 30, 2021 72.76%
August 31, 2021 72.76%
July 31, 2021 72.76%
June 30, 2021 72.98%
May 31, 2021 75.49%
April 30, 2021 75.49%
March 31, 2021 79.12%
February 28, 2021 79.51%
January 31, 2021 80.13%
December 31, 2020 83.20%
November 30, 2020 83.20%
October 31, 2020 83.20%
September 30, 2020 83.20%

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

58.89%
Minimum
Apr 2023
83.20%
Maximum
Nov 2019
70.07%
Average
68.37%
Median
May 2024

Max Drawdown (5Y) Benchmarks