Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.99%
August 31, 2024 99.99%
July 31, 2024 99.99%
June 30, 2024 99.99%
May 31, 2024 99.99%
April 30, 2024 99.99%
March 31, 2024 99.99%
February 29, 2024 99.99%
January 31, 2024 99.99%
December 31, 2023 99.99%
November 30, 2023 99.99%
October 31, 2023 99.87%
September 30, 2023 99.87%
August 31, 2023 99.87%
July 31, 2023 99.87%
June 30, 2023 99.87%
May 31, 2023 99.87%
April 30, 2023 96.60%
March 31, 2023 96.60%
February 28, 2023 96.60%
January 31, 2023 96.60%
December 31, 2022 96.60%
November 30, 2022 96.60%
October 31, 2022 96.60%
September 30, 2022 96.60%
Date Value
August 31, 2022 96.60%
July 31, 2022 96.60%
June 30, 2022 96.60%
May 31, 2022 96.60%
April 30, 2022 96.60%
March 31, 2022 96.60%
February 28, 2022 96.60%
January 31, 2022 96.60%
December 31, 2021 96.60%
November 30, 2021 96.60%
October 31, 2021 96.60%
September 30, 2021 96.60%
August 31, 2021 96.60%
July 31, 2021 96.60%
June 30, 2021 96.60%
May 31, 2021 96.60%
April 30, 2021 96.60%
March 31, 2021 96.60%
February 28, 2021 96.60%
January 31, 2021 96.60%
December 31, 2020 96.60%
November 30, 2020 96.60%
October 31, 2020 96.60%
September 30, 2020 96.60%
August 31, 2020 96.60%

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

93.09%
Minimum
Nov 2019
99.99%
Maximum
Nov 2023
97.33%
Average
96.60%
Median
Mar 2020