Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 91.36%
September 30, 2024 91.36%
August 31, 2024 91.36%
July 31, 2024 91.36%
June 30, 2024 91.13%
May 31, 2024 89.56%
April 30, 2024 89.56%
March 31, 2024 89.56%
February 29, 2024 89.56%
January 31, 2024 89.56%
December 31, 2023 89.56%
November 30, 2023 89.56%
October 31, 2023 89.56%
September 30, 2023 89.56%
August 31, 2023 89.56%
July 31, 2023 89.56%
June 30, 2023 89.56%
May 31, 2023 89.56%
April 30, 2023 89.56%
March 31, 2023 89.56%
February 28, 2023 89.56%
January 31, 2023 89.56%
December 31, 2022 89.56%
November 30, 2022 89.56%
October 31, 2022 89.56%
Date Value
September 30, 2022 89.56%
August 31, 2022 89.56%
July 31, 2022 89.56%
June 30, 2022 89.56%
May 31, 2022 89.56%
April 30, 2022 89.56%
March 31, 2022 89.56%
February 28, 2022 89.56%
January 31, 2022 89.56%
December 31, 2021 89.56%
November 30, 2021 89.56%
October 31, 2021 89.56%
September 30, 2021 89.56%
August 31, 2021 89.56%
July 31, 2021 89.56%
June 30, 2021 89.56%
May 31, 2021 89.56%
April 30, 2021 89.56%
March 31, 2021 89.56%
February 28, 2021 89.56%
January 31, 2021 89.56%
December 31, 2020 89.56%
November 30, 2020 89.56%
October 31, 2020 89.56%
September 30, 2020 89.56%

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

86.58%
Minimum
Nov 2019
91.36%
Maximum
Jul 2024
89.51%
Average
89.56%
Median
Mar 2020