Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 100.00%
August 31, 2024 100.00%
July 31, 2024 100.00%
June 30, 2024 100.00%
May 31, 2024 100.00%
April 30, 2024 100.00%
March 31, 2024 100.00%
February 29, 2024 100.00%
January 31, 2024 100.00%
December 31, 2023 100.00%
November 30, 2023 100.00%
October 31, 2023 100.00%
September 30, 2023 100.00%
August 31, 2023 100.00%
July 31, 2023 100.00%
June 30, 2023 99.97%
May 31, 2023 99.97%
April 30, 2023 99.97%
March 31, 2023 99.97%
February 28, 2023 99.97%
January 31, 2023 99.97%
December 31, 2022 99.86%
November 30, 2022 99.86%
October 31, 2022 99.86%
September 30, 2022 99.86%
Date Value
August 31, 2022 99.86%
July 31, 2022 99.86%
June 30, 2022 99.26%
May 31, 2022 99.26%
April 30, 2022 99.26%
March 31, 2022 99.26%
February 28, 2022 99.26%
January 31, 2022 99.26%
December 31, 2021 99.26%
November 30, 2021 99.26%
October 31, 2021 99.26%
September 30, 2021 99.26%
August 31, 2021 99.26%
July 31, 2021 99.26%
June 30, 2021 99.26%
May 31, 2021 99.26%
April 30, 2021 99.26%
March 31, 2021 99.26%
February 28, 2021 99.26%
January 31, 2021 99.26%
December 31, 2020 99.26%
November 30, 2020 99.26%
October 31, 2020 99.26%
September 30, 2020 99.26%
August 31, 2020 99.26%

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

99.26%
Minimum
Nov 2019
100.00%
Maximum
Jul 2023
99.58%
Average
99.26%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks