Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 83.21%
September 30, 2024 83.21%
August 31, 2024 83.21%
July 31, 2024 83.21%
June 30, 2024 83.21%
May 31, 2024 83.21%
April 30, 2024 83.21%
March 31, 2024 83.21%
February 29, 2024 83.21%
January 31, 2024 83.21%
December 31, 2023 85.92%
November 30, 2023 87.58%
October 31, 2023 87.58%
September 30, 2023 87.58%
August 31, 2023 87.58%
July 31, 2023 87.58%
June 30, 2023 87.58%
May 31, 2023 87.58%
April 30, 2023 87.58%
March 31, 2023 87.58%
February 28, 2023 87.58%
January 31, 2023 87.58%
December 31, 2022 87.58%
November 30, 2022 87.58%
October 31, 2022 87.58%
Date Value
September 30, 2022 87.58%
August 31, 2022 87.58%
July 31, 2022 87.58%
June 30, 2022 87.58%
May 31, 2022 87.58%
April 30, 2022 87.58%
March 31, 2022 87.58%
February 28, 2022 87.58%
January 31, 2022 87.58%
December 31, 2021 87.58%
November 30, 2021 87.58%
October 31, 2021 87.58%
September 30, 2021 87.58%
August 31, 2021 87.58%
July 31, 2021 87.58%
June 30, 2021 87.58%
May 31, 2021 87.58%
April 30, 2021 87.58%
March 31, 2021 87.58%
February 28, 2021 87.92%
January 31, 2021 89.84%
December 31, 2020 90.18%
November 30, 2020 90.18%
October 31, 2020 90.18%
September 30, 2020 90.18%

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

83.21%
Minimum
Jan 2024
90.18%
Maximum
Nov 2019
87.47%
Average
87.58%
Median
Mar 2021

Max Drawdown (5Y) Benchmarks