Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.00%
August 31, 2024 99.00%
July 31, 2024 99.00%
June 30, 2024 97.86%
May 31, 2024 97.86%
April 30, 2024 97.86%
March 31, 2024 97.49%
February 29, 2024 97.49%
January 31, 2024 97.49%
December 31, 2023 97.49%
November 30, 2023 97.49%
October 31, 2023 96.43%
September 30, 2023 94.00%
August 31, 2023 94.00%
July 31, 2023 93.57%
June 30, 2023 93.57%
May 31, 2023 93.57%
April 30, 2023 93.57%
March 31, 2023 90.22%
February 28, 2023 89.98%
January 31, 2023 89.98%
December 31, 2022 89.98%
November 30, 2022 86.36%
October 31, 2022 90.00%
September 30, 2022 90.00%
Date Value
August 31, 2022 90.00%
July 31, 2022 90.00%
June 30, 2022 90.00%
May 31, 2022 90.00%
April 30, 2022 90.00%
March 31, 2022 90.00%
February 28, 2022 90.00%
January 31, 2022 90.00%
December 31, 2021 90.00%
November 30, 2021 90.00%
October 31, 2021 90.00%
September 30, 2021 90.00%
August 31, 2021 90.00%
July 31, 2021 97.00%
June 30, 2021 97.00%
May 31, 2021 97.00%
April 30, 2021 97.00%
March 31, 2021 97.00%
February 28, 2021 98.62%
January 31, 2021 99.76%
December 31, 2020 99.82%
November 30, 2020 99.82%
October 31, 2020 99.82%
September 30, 2020 99.82%
August 31, 2020 99.82%

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

86.36%
Minimum
Nov 2022
99.82%
Maximum
Nov 2019
95.16%
Average
97.00%
Median
Mar 2021

Max Drawdown (5Y) Benchmarks