Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 72.14%
August 31, 2024 72.14%
July 31, 2024 72.14%
June 30, 2024 72.14%
May 31, 2024 77.00%
April 30, 2024 81.64%
March 31, 2024 82.83%
February 29, 2024 83.84%
January 31, 2024 86.00%
December 31, 2023 87.67%
November 30, 2023 87.67%
October 31, 2023 88.58%
September 30, 2023 88.69%
August 31, 2023 88.69%
July 31, 2023 88.71%
June 30, 2023 88.71%
May 31, 2023 89.60%
April 30, 2023 89.60%
March 31, 2023 89.60%
February 28, 2023 89.60%
January 31, 2023 89.60%
December 31, 2022 89.60%
November 30, 2022 89.60%
October 31, 2022 89.60%
September 30, 2022 89.60%
Date Value
August 31, 2022 89.60%
July 31, 2022 89.60%
June 30, 2022 89.60%
May 31, 2022 89.60%
April 30, 2022 89.60%
March 31, 2022 89.60%
February 28, 2022 89.60%
January 31, 2022 89.60%
December 31, 2021 89.60%
November 30, 2021 89.60%
October 31, 2021 89.60%
September 30, 2021 89.60%
August 31, 2021 89.60%
July 31, 2021 89.60%
June 30, 2021 89.60%
May 31, 2021 89.60%
April 30, 2021 89.60%
March 31, 2021 89.60%
February 28, 2021 89.60%
January 31, 2021 89.60%
December 31, 2020 89.60%
November 30, 2020 89.60%
October 31, 2020 89.60%
September 30, 2020 89.60%
August 31, 2020 89.60%

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

72.14%
Minimum
Jun 2024
89.60%
Maximum
Nov 2019
87.65%
Average
89.60%
Median
Nov 2019