Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 79.02%
August 31, 2024 79.02%
July 31, 2024 79.02%
June 30, 2024 79.02%
May 31, 2024 79.02%
April 30, 2024 64.83%
March 31, 2024 63.24%
February 29, 2024 60.72%
January 31, 2024 58.41%
December 31, 2023 58.41%
November 30, 2023 58.41%
October 31, 2023 58.41%
September 30, 2023 58.41%
August 31, 2023 58.41%
July 31, 2023 58.41%
June 30, 2023 58.41%
May 31, 2023 58.41%
April 30, 2023 58.41%
March 31, 2023 58.41%
February 28, 2023 58.41%
January 31, 2023 58.41%
December 31, 2022 58.41%
November 30, 2022 58.41%
October 31, 2022 58.41%
September 30, 2022 58.41%
Date Value
August 31, 2022 58.41%
July 31, 2022 58.41%
June 30, 2022 58.41%
May 31, 2022 58.41%
April 30, 2022 58.41%
March 31, 2022 58.41%
February 28, 2022 58.41%
January 31, 2022 58.41%
December 31, 2021 58.41%
November 30, 2021 58.41%
October 31, 2021 58.41%
September 30, 2021 58.41%
August 31, 2021 58.41%
July 31, 2021 58.41%
June 30, 2021 58.41%
May 31, 2021 58.41%
April 30, 2021 58.41%
March 31, 2021 58.41%
February 28, 2021 58.41%
January 31, 2021 58.41%
December 31, 2020 58.41%
November 30, 2020 58.41%
October 31, 2020 58.41%
September 30, 2020 58.41%
August 31, 2020 58.41%

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

33.59%
Minimum
Nov 2019
79.02%
Maximum
May 2024
58.71%
Average
58.41%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks