Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 97.43%
August 31, 2024 97.06%
July 31, 2024 97.06%
June 30, 2024 97.06%
May 31, 2024 97.06%
April 30, 2024 97.06%
March 31, 2024 97.06%
February 29, 2024 97.06%
January 31, 2024 96.69%
December 31, 2023 96.69%
November 30, 2023 96.32%
October 31, 2023 95.96%
September 30, 2023 95.96%
August 31, 2023 95.96%
July 31, 2023 95.96%
June 30, 2023 95.96%
May 31, 2023 95.96%
April 30, 2023 95.96%
March 31, 2023 95.96%
February 28, 2023 95.22%
January 31, 2023 94.85%
December 31, 2022 94.85%
November 30, 2022 85.29%
October 31, 2022 85.29%
September 30, 2022 85.29%
Date Value
August 31, 2022 84.82%
July 31, 2022 84.82%
June 30, 2022 84.82%
May 31, 2022 84.82%
April 30, 2022 84.82%
March 31, 2022 84.82%
February 28, 2022 84.82%
January 31, 2022 84.82%
December 31, 2021 84.82%
November 30, 2021 84.82%
October 31, 2021 84.82%
September 30, 2021 84.82%
August 31, 2021 84.82%
July 31, 2021 84.82%
June 30, 2021 84.82%
May 31, 2021 84.82%
April 30, 2021 84.82%
March 31, 2021 84.82%
February 28, 2021 84.82%
January 31, 2021 84.82%
December 31, 2020 84.82%
November 30, 2020 84.82%
October 31, 2020 87.28%
September 30, 2020 87.57%
August 31, 2020 87.57%

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

84.82%
Minimum
Nov 2020
97.43%
Maximum
Sep 2024
90.18%
Average
90.46%
Median
Jun 2020