Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.17%
September 30, 2024 99.17%
August 31, 2024 99.17%
July 31, 2024 99.17%
June 30, 2024 99.17%
May 31, 2024 98.22%
April 30, 2024 98.22%
March 31, 2024 98.22%
February 29, 2024 98.22%
January 31, 2024 98.18%
December 31, 2023 97.96%
November 30, 2023 96.81%
October 31, 2023 96.37%
September 30, 2023 94.28%
August 31, 2023 91.20%
July 31, 2023 91.13%
June 30, 2023 90.30%
May 31, 2023 89.11%
April 30, 2023 86.54%
March 31, 2023 83.25%
February 28, 2023 74.48%
January 31, 2023 74.48%
December 31, 2022 74.48%
November 30, 2022 74.48%
October 31, 2022 74.48%
Date Value
September 30, 2022 74.48%
August 31, 2022 74.48%
July 31, 2022 74.48%
June 30, 2022 74.48%
May 31, 2022 74.48%
April 30, 2022 70.13%
March 31, 2022 66.16%
February 28, 2022 66.16%
January 31, 2022 66.16%
December 31, 2021 66.16%
November 30, 2021 66.16%
October 31, 2021 66.16%
September 30, 2021 66.16%
August 31, 2021 74.30%
July 31, 2021 74.30%
June 30, 2021 76.79%
May 31, 2021 76.79%
April 30, 2021 78.93%
March 31, 2021 80.50%
February 28, 2021 80.50%
January 31, 2021 80.50%
December 31, 2020 80.50%
November 30, 2020 80.50%
October 31, 2020 80.50%
September 30, 2020 80.50%

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

66.16%
Minimum
Sep 2021
99.17%
Maximum
Jun 2024
82.19%
Average
80.50%
Median
Nov 2019