Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.65%
September 30, 2024 99.65%
August 31, 2024 99.65%
July 31, 2024 99.36%
June 30, 2024 99.36%
May 31, 2024 99.36%
April 30, 2024 99.36%
March 31, 2024 99.36%
February 29, 2024 99.36%
January 31, 2024 99.36%
December 31, 2023 99.36%
November 30, 2023 99.36%
October 31, 2023 99.07%
September 30, 2023 98.15%
August 31, 2023 98.15%
July 31, 2023 97.14%
June 30, 2023 97.14%
May 31, 2023 96.14%
April 30, 2023 95.56%
March 31, 2023 95.53%
February 28, 2023 95.18%
January 31, 2023 95.18%
December 31, 2022 95.18%
November 30, 2022 95.18%
October 31, 2022 95.18%
Date Value
September 30, 2022 94.26%
August 31, 2022 94.26%
July 31, 2022 94.26%
June 30, 2022 94.26%
May 31, 2022 94.26%
April 30, 2022 94.26%
March 31, 2022 94.26%
February 28, 2022 94.26%
January 31, 2022 94.26%
December 31, 2021 94.26%
November 30, 2021 94.26%
October 31, 2021 94.26%
September 30, 2021 94.26%
August 31, 2021 94.26%
July 31, 2021 94.26%
June 30, 2021 94.26%
May 31, 2021 94.26%
April 30, 2021 94.26%
March 31, 2021 94.26%
February 28, 2021 94.26%
January 31, 2021 94.26%
December 31, 2020 94.26%
November 30, 2020 94.26%
October 31, 2020 94.26%
September 30, 2020 94.26%

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

93.66%
Minimum
Nov 2019
99.65%
Maximum
Aug 2024
95.72%
Average
94.26%
Median
Feb 2020

Max Drawdown (5Y) Benchmarks