Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 95.69%
August 31, 2024 95.33%
July 31, 2024 94.31%
June 30, 2024 94.08%
May 31, 2024 93.55%
April 30, 2024 93.55%
March 31, 2024 93.07%
February 29, 2024 92.44%
January 31, 2024 92.19%
December 31, 2023 91.56%
November 30, 2023 91.56%
October 31, 2023 91.56%
September 30, 2023 90.81%
August 31, 2023 89.74%
July 31, 2023 89.62%
June 30, 2023 89.32%
May 31, 2023 89.16%
April 30, 2023 88.84%
March 31, 2023 88.34%
February 28, 2023 88.34%
January 31, 2023 88.34%
December 31, 2022 88.34%
November 30, 2022 86.71%
October 31, 2022 85.79%
September 30, 2022 85.54%
Date Value
August 31, 2022 85.54%
July 31, 2022 85.54%
June 30, 2022 85.54%
May 31, 2022 84.93%
April 30, 2022 79.61%
March 31, 2022 78.40%
February 28, 2022 78.40%
January 31, 2022 78.19%
December 31, 2021 70.69%
November 30, 2021 68.50%
October 31, 2021 70.12%
September 30, 2021 70.90%
August 31, 2021 70.90%
July 31, 2021 70.90%
June 30, 2021 70.90%
May 31, 2021 70.90%
April 30, 2021 78.77%
March 31, 2021 78.90%
February 28, 2021 78.90%
January 31, 2021 78.90%
December 31, 2020 78.90%
November 30, 2020 78.90%
October 31, 2020 78.90%
September 30, 2020 79.29%
August 31, 2020 79.29%

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

68.50%
Minimum
Nov 2021
95.69%
Maximum
Sep 2024
83.40%
Average
80.34%
Median
Nov 2019