Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 69.44%
August 31, 2024 69.44%
July 31, 2024 69.44%
June 30, 2024 69.44%
May 31, 2024 69.44%
April 30, 2024 69.44%
March 31, 2024 69.44%
February 29, 2024 69.44%
January 31, 2024 70.21%
December 31, 2023 73.47%
November 30, 2023 77.58%
October 31, 2023 77.88%
September 30, 2023 78.58%
August 31, 2023 78.58%
July 31, 2023 78.58%
June 30, 2023 78.58%
May 31, 2023 78.58%
April 30, 2023 78.58%
March 31, 2023 78.58%
February 28, 2023 78.58%
January 31, 2023 78.58%
December 31, 2022 78.58%
November 30, 2022 78.58%
October 31, 2022 78.58%
September 30, 2022 78.58%
Date Value
August 31, 2022 78.58%
July 31, 2022 78.58%
June 30, 2022 78.58%
May 31, 2022 78.58%
April 30, 2022 78.58%
March 31, 2022 78.58%
February 28, 2022 82.76%
January 31, 2022 82.76%
December 31, 2021 82.76%
November 30, 2021 82.76%
October 31, 2021 82.76%
September 30, 2021 82.76%
August 31, 2021 82.76%
July 31, 2021 82.76%
June 30, 2021 82.76%
May 31, 2021 82.76%
April 30, 2021 82.76%
March 31, 2021 82.76%
February 28, 2021 82.76%
January 31, 2021 82.76%
December 31, 2020 82.76%
November 30, 2020 82.76%
October 31, 2020 82.76%
September 30, 2020 82.76%
August 31, 2020 82.76%

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

69.44%
Minimum
Feb 2024
82.76%
Maximum
Nov 2019
79.07%
Average
78.58%
Median
Mar 2022

Max Drawdown (5Y) Benchmarks