Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 75.62%
September 30, 2024 75.62%
August 31, 2024 75.62%
July 31, 2024 75.62%
June 30, 2024 75.62%
May 31, 2024 75.62%
April 30, 2024 75.62%
March 31, 2024 75.62%
February 29, 2024 75.20%
January 31, 2024 75.20%
December 31, 2023 75.20%
November 30, 2023 75.20%
October 31, 2023 75.20%
September 30, 2023 75.20%
August 31, 2023 75.20%
July 31, 2023 75.20%
June 30, 2023 75.20%
May 31, 2023 70.97%
April 30, 2023 69.45%
March 31, 2023 68.50%
February 28, 2023 64.80%
January 31, 2023 64.80%
December 31, 2022 64.80%
November 30, 2022 62.55%
October 31, 2022 62.55%
Date Value
September 30, 2022 60.59%
August 31, 2022 59.06%
July 31, 2022 59.06%
June 30, 2022 69.69%
May 31, 2022 72.34%
April 30, 2022 72.34%
March 31, 2022 72.34%
February 28, 2022 72.34%
January 31, 2022 72.34%
December 31, 2021 72.34%
November 30, 2021 72.34%
October 31, 2021 72.34%
September 30, 2021 72.34%
August 31, 2021 72.34%
July 31, 2021 72.34%
June 30, 2021 72.34%
May 31, 2021 72.34%
April 30, 2021 72.34%
March 31, 2021 72.34%
February 28, 2021 72.34%
January 31, 2021 72.34%
December 31, 2020 72.34%
November 30, 2020 72.34%
October 31, 2020 72.34%
September 30, 2020 72.34%

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

59.06%
Minimum
Jul 2022
75.62%
Maximum
Mar 2024
71.69%
Average
72.34%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks