Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.96%
August 31, 2024 99.96%
July 31, 2024 99.96%
June 30, 2024 99.96%
May 31, 2024 99.96%
April 30, 2024 99.96%
March 31, 2024 99.96%
February 29, 2024 99.96%
January 31, 2024 99.96%
December 31, 2023 99.96%
November 30, 2023 99.96%
October 31, 2023 99.96%
September 30, 2023 99.96%
August 31, 2023 99.96%
July 31, 2023 99.96%
June 30, 2023 99.96%
May 31, 2023 99.96%
April 30, 2023 99.96%
March 31, 2023 99.96%
February 28, 2023 99.96%
January 31, 2023 99.96%
December 31, 2022 99.96%
November 30, 2022 99.96%
October 31, 2022 99.96%
September 30, 2022 99.96%
Date Value
August 31, 2022 99.92%
July 31, 2022 99.40%
June 30, 2022 99.40%
May 31, 2022 99.19%
April 30, 2022 99.19%
March 31, 2022 99.19%
February 28, 2022 99.03%
January 31, 2022 99.03%
December 31, 2021 99.03%
November 30, 2021 98.39%
October 31, 2021 96.77%
September 30, 2021 96.77%
August 31, 2021 96.77%
July 31, 2021 96.77%
June 30, 2021 96.77%
May 31, 2021 96.77%
April 30, 2021 96.77%
March 31, 2021 96.77%
February 28, 2021 96.77%
January 31, 2021 96.77%
December 31, 2020 96.77%
November 30, 2020 96.77%
October 31, 2020 96.77%
September 30, 2020 96.77%
August 31, 2020 96.77%

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

92.74%
Minimum
Nov 2019
99.96%
Maximum
Sep 2022
98.32%
Average
99.19%
Median
Mar 2022