Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 98.49%
September 30, 2024 98.49%
August 31, 2024 98.49%
July 31, 2024 98.49%
June 30, 2024 98.49%
May 31, 2024 98.49%
April 30, 2024 98.49%
March 31, 2024 98.49%
February 29, 2024 98.49%
January 31, 2024 98.49%
December 31, 2023 98.49%
November 30, 2023 98.49%
October 31, 2023 98.49%
September 30, 2023 98.49%
August 31, 2023 98.49%
July 31, 2023 98.49%
June 30, 2023 98.49%
May 31, 2023 98.49%
April 30, 2023 98.49%
March 31, 2023 98.49%
February 28, 2023 98.49%
January 31, 2023 98.49%
December 31, 2022 98.49%
November 30, 2022 98.49%
October 31, 2022 97.97%
Date Value
September 30, 2022 96.93%
August 31, 2022 95.22%
July 31, 2022 94.52%
June 30, 2022 93.01%
May 31, 2022 93.01%
April 30, 2022 88.49%
March 31, 2022 86.35%
February 28, 2022 86.35%
January 31, 2022 86.35%
December 31, 2021 86.35%
November 30, 2021 86.35%
October 31, 2021 86.35%
September 30, 2021 86.35%
August 31, 2021 81.91%
July 31, 2021 80.02%
June 30, 2021 79.71%
May 31, 2021 79.71%
April 30, 2021 79.71%
March 31, 2021 79.71%
February 28, 2021 79.71%
January 31, 2021 79.71%
December 31, 2020 79.71%
November 30, 2020 79.71%
October 31, 2020 79.57%
September 30, 2020 71.80%

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

60.87%
Minimum
Nov 2019
98.49%
Maximum
Nov 2022
87.00%
Average
90.75%
Median