Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.87%
August 31, 2024 99.87%
July 31, 2024 99.87%
June 30, 2024 99.87%
May 31, 2024 99.87%
April 30, 2024 99.87%
March 31, 2024 99.87%
February 29, 2024 99.87%
January 31, 2024 99.89%
December 31, 2023 99.91%
November 30, 2023 99.92%
October 31, 2023 99.93%
September 30, 2023 99.94%
August 31, 2023 99.94%
July 31, 2023 99.94%
June 30, 2023 99.94%
May 31, 2023 99.94%
April 30, 2023 99.94%
March 31, 2023 99.94%
February 28, 2023 99.94%
January 31, 2023 99.94%
December 31, 2022 99.94%
November 30, 2022 99.94%
October 31, 2022 99.94%
September 30, 2022 99.94%
Date Value
August 31, 2022 99.94%
July 31, 2022 99.94%
June 30, 2022 99.94%
May 31, 2022 99.94%
April 30, 2022 99.94%
March 31, 2022 99.94%
February 28, 2022 99.94%
January 31, 2022 99.94%
December 31, 2021 99.94%
November 30, 2021 99.94%
October 31, 2021 99.94%
September 30, 2021 99.94%
August 31, 2021 99.94%
July 31, 2021 99.94%
June 30, 2021 99.94%
May 31, 2021 99.94%
April 30, 2021 99.94%
March 31, 2021 99.94%
February 28, 2021 99.94%
January 31, 2021 99.94%
December 31, 2020 99.94%
November 30, 2020 99.94%
October 31, 2020 99.94%
September 30, 2020 99.94%
August 31, 2020 99.94%

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

99.87%
Minimum
Feb 2024
99.94%
Maximum
Nov 2019
99.93%
Average
99.94%
Median
Nov 2019