Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 98.70%
August 31, 2024 98.70%
July 31, 2024 98.70%
June 30, 2024 98.70%
May 31, 2024 98.70%
April 30, 2024 98.70%
March 31, 2024 98.70%
February 29, 2024 98.70%
January 31, 2024 98.70%
December 31, 2023 98.70%
November 30, 2023 98.70%
October 31, 2023 98.70%
September 30, 2023 98.70%
August 31, 2023 98.70%
July 31, 2023 98.70%
June 30, 2023 98.70%
May 31, 2023 98.56%
April 30, 2023 98.56%
March 31, 2023 98.27%
February 28, 2023 98.13%
January 31, 2023 98.13%
December 31, 2022 98.13%
November 30, 2022 97.41%
October 31, 2022 97.41%
September 30, 2022 97.41%
Date Value
August 31, 2022 96.69%
July 31, 2022 96.40%
June 30, 2022 96.11%
May 31, 2022 95.10%
April 30, 2022 94.38%
March 31, 2022 93.37%
February 28, 2022 93.08%
January 31, 2022 96.33%
December 31, 2021 97.33%
November 30, 2021 98.00%
October 31, 2021 98.54%
September 30, 2021 98.54%
August 31, 2021 98.54%
July 31, 2021 98.54%
June 30, 2021 98.54%
May 31, 2021 98.67%
April 30, 2021 99.67%
March 31, 2021 99.67%
February 28, 2021 99.67%
January 31, 2021 99.67%
December 31, 2020 99.67%
November 30, 2020 99.67%
October 31, 2020 99.67%
September 30, 2020 99.67%
August 31, 2020 99.67%

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

93.08%
Minimum
Feb 2022
99.67%
Maximum
Nov 2019
98.36%
Average
98.70%
Median
Jun 2023