Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.73%
August 31, 2024 99.73%
July 31, 2024 99.73%
June 30, 2024 99.73%
May 31, 2024 99.73%
April 30, 2024 99.73%
March 31, 2024 99.73%
February 29, 2024 99.70%
January 31, 2024 99.65%
December 31, 2023 99.64%
November 30, 2023 99.64%
October 31, 2023 99.64%
September 30, 2023 99.64%
August 31, 2023 99.64%
July 31, 2023 99.64%
June 30, 2023 99.63%
May 31, 2023 99.62%
April 30, 2023 99.58%
March 31, 2023 99.51%
February 28, 2023 99.38%
January 31, 2023 99.36%
December 31, 2022 99.36%
November 30, 2022 99.21%
October 31, 2022 99.21%
September 30, 2022 99.13%
Date Value
August 31, 2022 99.13%
July 31, 2022 99.13%
June 30, 2022 99.13%
May 31, 2022 98.82%
April 30, 2022 97.93%
March 31, 2022 97.92%
February 28, 2022 97.37%
January 31, 2022 97.34%
December 31, 2021 97.19%
November 30, 2021 97.19%
October 31, 2021 97.19%
September 30, 2021 97.19%
August 31, 2021 97.19%
July 31, 2021 97.19%
June 30, 2021 97.19%
May 31, 2021 97.19%
April 30, 2021 97.19%
March 31, 2021 97.19%
February 28, 2021 97.19%
January 31, 2021 97.19%
December 31, 2020 97.19%
November 30, 2020 97.19%
October 31, 2020 97.19%
September 30, 2020 96.57%
August 31, 2020 95.42%

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

80.09%
Minimum
Nov 2019
99.73%
Maximum
Mar 2024
97.25%
Average
97.93%
Median
Apr 2022

Max Drawdown (5Y) Benchmarks