Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 72.22%
September 30, 2024 72.22%
August 31, 2024 72.22%
July 31, 2024 72.22%
June 30, 2024 72.22%
May 31, 2024 72.22%
April 30, 2024 72.22%
March 31, 2024 72.22%
February 29, 2024 72.22%
January 31, 2024 72.22%
December 31, 2023 72.22%
November 30, 2023 72.22%
October 31, 2023 72.22%
September 30, 2023 72.22%
August 31, 2023 72.22%
July 31, 2023 72.22%
June 30, 2023 72.22%
May 31, 2023 72.22%
April 30, 2023 63.21%
March 31, 2023 61.73%
February 28, 2023 56.88%
January 31, 2023 56.88%
December 31, 2022 56.88%
November 30, 2022 56.88%
October 31, 2022 56.88%
Date Value
September 30, 2022 56.88%
August 31, 2022 56.88%
July 31, 2022 56.88%
June 30, 2022 56.88%
May 31, 2022 56.88%
April 30, 2022 56.88%
March 31, 2022 56.88%
February 28, 2022 56.88%
January 31, 2022 56.88%
December 31, 2021 56.88%
November 30, 2021 56.88%
October 31, 2021 56.88%
September 30, 2021 56.88%
August 31, 2021 56.88%
July 31, 2021 56.88%
June 30, 2021 56.88%
May 31, 2021 56.88%
April 30, 2021 56.88%
March 31, 2021 56.88%
February 28, 2021 56.88%
January 31, 2021 56.88%
December 31, 2020 56.88%
November 30, 2020 56.88%
October 31, 2020 56.88%
September 30, 2020 56.88%

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

38.97%
Minimum
Nov 2019
72.22%
Maximum
May 2023
60.47%
Average
56.88%
Median
Mar 2020