Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 95.90%
August 31, 2024 95.90%
July 31, 2024 95.90%
June 30, 2024 95.90%
May 31, 2024 95.90%
April 30, 2024 95.90%
March 31, 2024 95.90%
February 29, 2024 95.90%
January 31, 2024 95.90%
December 31, 2023 95.90%
November 30, 2023 95.90%
October 31, 2023 95.64%
September 30, 2023 94.62%
August 31, 2023 90.26%
July 31, 2023 90.26%
June 30, 2023 90.26%
May 31, 2023 90.26%
April 30, 2023 90.26%
March 31, 2023 90.26%
February 28, 2023 90.26%
January 31, 2023 90.26%
December 31, 2022 90.26%
November 30, 2022 90.26%
October 31, 2022 90.26%
September 30, 2022 88.08%
Date Value
August 31, 2022 83.59%
July 31, 2022 83.33%
June 30, 2022 79.49%
May 31, 2022 76.15%
April 30, 2022 75.13%
March 31, 2022 75.13%
February 28, 2022 75.13%
January 31, 2022 75.13%
December 31, 2021 75.13%
November 30, 2021 75.13%
October 31, 2021 75.13%
September 30, 2021 75.13%
August 31, 2021 73.39%
July 31, 2021 73.39%
June 30, 2021 73.39%
May 31, 2021 73.39%
April 30, 2021 73.39%
March 31, 2021 73.39%
February 28, 2021 73.39%
January 31, 2021 78.30%
December 31, 2020 87.54%
November 30, 2020 94.56%
October 31, 2020 95.45%
September 30, 2020 95.45%
August 31, 2020 95.45%

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

73.39%
Minimum
Feb 2021
95.90%
Maximum
Nov 2023
87.61%
Average
90.26%
Median
Oct 2022