Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 92.80%
September 30, 2024 92.80%
August 31, 2024 92.80%
July 31, 2024 92.80%
June 30, 2024 92.80%
May 31, 2024 92.80%
April 30, 2024 92.80%
March 31, 2024 92.80%
February 29, 2024 92.80%
January 31, 2024 92.80%
December 31, 2023 92.80%
November 30, 2023 92.80%
October 31, 2023 92.80%
September 30, 2023 92.80%
August 31, 2023 92.80%
July 31, 2023 92.80%
June 30, 2023 92.80%
May 31, 2023 92.80%
April 30, 2023 92.80%
March 31, 2023 92.80%
February 28, 2023 92.80%
January 31, 2023 92.80%
December 31, 2022 92.80%
November 30, 2022 92.80%
October 31, 2022 92.80%
Date Value
September 30, 2022 92.80%
August 31, 2022 92.80%
July 31, 2022 92.80%
June 30, 2022 92.80%
May 31, 2022 92.80%
April 30, 2022 89.85%
March 31, 2022 89.85%
February 28, 2022 89.85%
January 31, 2022 87.63%
December 31, 2021 84.27%
November 30, 2021 65.45%
October 31, 2021 65.45%
September 30, 2021 65.45%
August 31, 2021 65.45%
July 31, 2021 65.45%
June 30, 2021 65.45%
May 31, 2021 65.45%
April 30, 2021 65.45%
March 31, 2021 65.45%
February 28, 2021 65.45%
January 31, 2021 65.45%
December 31, 2020 65.45%
November 30, 2020 65.45%
October 31, 2020 65.45%
September 30, 2020 65.45%

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

44.53%
Minimum
Nov 2019
92.80%
Maximum
May 2022
79.63%
Average
91.33%
Median