Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 98.52%
September 30, 2024 98.52%
August 31, 2024 98.52%
July 31, 2024 98.52%
June 30, 2024 98.52%
May 31, 2024 98.52%
April 30, 2024 98.52%
March 31, 2024 98.52%
February 29, 2024 98.52%
January 31, 2024 98.52%
December 31, 2023 98.52%
November 30, 2023 98.52%
October 31, 2023 98.52%
September 30, 2023 98.52%
August 31, 2023 98.52%
July 31, 2023 98.52%
June 30, 2023 98.52%
May 31, 2023 98.52%
April 30, 2023 97.78%
March 31, 2023 97.78%
February 28, 2023 98.33%
January 31, 2023 98.33%
December 31, 2022 99.17%
November 30, 2022 99.17%
October 31, 2022 99.17%
Date Value
September 30, 2022 99.17%
August 31, 2022 99.17%
July 31, 2022 99.17%
June 30, 2022 99.17%
May 31, 2022 99.17%
April 30, 2022 99.17%
March 31, 2022 99.17%
February 28, 2022 99.20%
January 31, 2022 99.20%
December 31, 2021 99.80%
November 30, 2021 99.80%
October 31, 2021 99.80%
September 30, 2021 99.80%
August 31, 2021 99.80%
July 31, 2021 99.80%
June 30, 2021 99.80%
May 31, 2021 99.80%
April 30, 2021 99.83%
March 31, 2021 99.89%
February 28, 2021 99.89%
January 31, 2021 99.89%
December 31, 2020 99.89%
November 30, 2020 99.89%
October 31, 2020 99.89%
September 30, 2020 99.90%

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.

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Max Drawdown (5Y) Range, Past 5 Years

97.78%
Minimum
Mar 2023
99.90%
Maximum
Nov 2019
99.20%
Average
99.17%
Median
Mar 2022

Max Drawdown (5Y) Benchmarks