Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2024 99.80%
July 31, 2024 99.80%
June 30, 2024 99.80%
May 31, 2024 99.80%
April 30, 2024 99.80%
March 31, 2024 99.80%
February 29, 2024 99.80%
January 31, 2024 99.80%
December 31, 2023 99.80%
November 30, 2023 99.80%
October 31, 2023 99.80%
September 30, 2023 99.81%
August 31, 2023 99.84%
July 31, 2023 99.84%
June 30, 2023 99.87%
May 31, 2023 99.87%
April 30, 2023 99.87%
March 31, 2023 99.87%
February 28, 2023 99.87%
January 31, 2023 99.87%
December 31, 2022 99.87%
November 30, 2022 99.87%
October 31, 2022 99.87%
September 30, 2022 99.87%
August 31, 2022 99.87%
Date Value
July 31, 2022 99.87%
June 30, 2022 99.87%
May 31, 2022 99.87%
April 30, 2022 99.87%
March 31, 2022 99.87%
February 28, 2022 99.87%
January 31, 2022 99.87%
December 31, 2021 99.87%
November 30, 2021 99.87%
October 31, 2021 99.87%
September 30, 2021 99.87%
August 31, 2021 99.87%
July 31, 2021 99.87%
June 30, 2021 99.87%
May 31, 2021 99.87%
April 30, 2021 99.87%
March 31, 2021 99.87%
February 28, 2021 99.87%
January 31, 2021 99.87%
December 31, 2020 99.87%
November 30, 2020 99.93%
October 31, 2020 99.93%
September 30, 2020 99.97%
August 31, 2020 99.97%
July 31, 2020 99.97%

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

99.80%
Minimum
Oct 2023
100.00%
Maximum
Sep 2019
99.88%
Average
99.87%
Median
Dec 2020

Max Drawdown (5Y) Benchmarks