Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 96.47%
August 31, 2024 96.47%
July 31, 2024 96.47%
June 30, 2024 96.47%
May 31, 2024 96.47%
April 30, 2024 96.47%
March 31, 2024 96.47%
February 29, 2024 96.47%
January 31, 2024 95.29%
December 31, 2023 95.29%
November 30, 2023 95.29%
October 31, 2023 94.12%
September 30, 2023 94.12%
August 31, 2023 94.12%
July 31, 2023 92.94%
June 30, 2023 92.68%
May 31, 2023 92.68%
April 30, 2023 92.68%
March 31, 2023 92.68%
February 28, 2023 92.68%
January 31, 2023 92.68%
December 31, 2022 92.68%
November 30, 2022 92.68%
October 31, 2022 92.68%
September 30, 2022 92.68%
Date Value
August 31, 2022 92.68%
July 31, 2022 92.68%
June 30, 2022 92.68%
May 31, 2022 92.68%
April 30, 2022 92.68%
March 31, 2022 92.68%
February 28, 2022 92.68%
January 31, 2022 92.68%
December 31, 2021 92.68%
November 30, 2021 92.68%
October 31, 2021 92.68%
September 30, 2021 92.68%
August 31, 2021 92.68%
July 31, 2021 92.68%
June 30, 2021 92.68%
May 31, 2021 92.68%
April 30, 2021 92.68%
March 31, 2021 92.68%
February 28, 2021 92.68%
January 31, 2021 92.68%
December 31, 2020 92.68%
November 30, 2020 92.68%
October 31, 2020 92.68%
September 30, 2020 92.68%
August 31, 2020 92.68%

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

88.45%
Minimum
Nov 2019
96.47%
Maximum
Feb 2024
93.12%
Average
92.68%
Median
Mar 2020