Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 49.54%
August 31, 2024 49.54%
July 31, 2024 49.54%
June 30, 2024 49.54%
May 31, 2024 49.54%
April 30, 2024 49.54%
March 31, 2024 49.54%
February 29, 2024 49.54%
January 31, 2024 49.54%
December 31, 2023 49.54%
November 30, 2023 49.54%
October 31, 2023 49.54%
September 30, 2023 47.15%
August 31, 2023 45.32%
July 31, 2023 45.32%
June 30, 2023 45.32%
May 31, 2023 45.32%
April 30, 2023 45.32%
March 31, 2023 45.32%
February 28, 2023 45.32%
January 31, 2023 45.32%
December 31, 2022 45.32%
November 30, 2022 45.32%
October 31, 2022 45.18%
September 30, 2022 40.21%
Date Value
August 31, 2022 39.50%
July 31, 2022 39.50%
June 30, 2022 39.50%
May 31, 2022 37.37%
April 30, 2022 36.08%
March 31, 2022 31.72%
February 28, 2022 30.74%
January 31, 2022 30.74%
December 31, 2021 30.74%
November 30, 2021 30.74%
October 31, 2021 30.74%
September 30, 2021 30.74%
August 31, 2021 30.74%
July 31, 2021 30.74%
June 30, 2021 30.74%
May 31, 2021 30.74%
April 30, 2021 29.53%
March 31, 2021 29.53%
February 28, 2021 26.51%
January 31, 2021 19.92%
December 31, 2020 17.08%
November 30, 2020 15.70%
October 31, 2020 13.53%
September 30, 2020 12.97%
August 31, 2020 12.97%

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

11.05%
Minimum
Nov 2019
49.54%
Maximum
Oct 2023
33.77%
Average
36.08%
Median
Apr 2022