Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 98.22%
August 31, 2024 98.22%
July 31, 2024 98.22%
June 30, 2024 98.00%
May 31, 2024 97.90%
April 30, 2024 97.78%
March 31, 2024 95.99%
February 29, 2024 96.55%
January 31, 2024 98.67%
December 31, 2023 99.00%
November 30, 2023 99.56%
October 31, 2023 99.67%
September 30, 2023 99.67%
August 31, 2023 99.67%
July 31, 2023 99.67%
June 30, 2023 99.67%
May 31, 2023 99.67%
April 30, 2023 99.67%
March 31, 2023 99.67%
February 28, 2023 99.81%
January 31, 2023 99.81%
December 31, 2022 99.81%
November 30, 2022 99.86%
October 31, 2022 99.87%
September 30, 2022 99.87%
Date Value
August 31, 2022 99.90%
July 31, 2022 99.90%
June 30, 2022 99.90%
May 31, 2022 99.90%
April 30, 2022 99.90%
March 31, 2022 99.90%
February 28, 2022 99.90%
January 31, 2022 99.90%
December 31, 2021 99.90%
November 30, 2021 99.95%
October 31, 2021 99.95%
September 30, 2021 99.95%
August 31, 2021 99.95%
July 31, 2021 99.95%
June 30, 2021 99.95%
May 31, 2021 99.95%
April 30, 2021 99.95%
March 31, 2021 99.95%
February 28, 2021 99.95%
January 31, 2021 99.95%
December 31, 2020 99.95%
November 30, 2020 99.95%
October 31, 2020 99.95%
September 30, 2020 99.95%
August 31, 2020 99.95%

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

95.99%
Minimum
Mar 2024
99.95%
Maximum
Nov 2019
99.53%
Average
99.90%
Median
Dec 2021

Max Drawdown (5Y) Benchmarks