Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 88.10%
August 31, 2024 88.10%
July 31, 2024 88.10%
June 30, 2024 94.78%
May 31, 2024 95.10%
April 30, 2024 95.10%
March 31, 2024 95.57%
February 29, 2024 95.57%
January 31, 2024 95.57%
December 31, 2023 95.57%
November 30, 2023 95.57%
October 31, 2023 95.57%
September 30, 2023 96.34%
August 31, 2023 96.34%
July 31, 2023 96.34%
June 30, 2023 96.34%
May 31, 2023 96.34%
April 30, 2023 96.34%
March 31, 2023 96.34%
February 28, 2023 96.34%
January 31, 2023 96.34%
December 31, 2022 96.34%
November 30, 2022 96.34%
October 31, 2022 96.34%
September 30, 2022 96.34%
Date Value
August 31, 2022 96.34%
July 31, 2022 96.34%
June 30, 2022 96.34%
May 31, 2022 96.34%
April 30, 2022 96.34%
March 31, 2022 96.34%
February 28, 2022 96.34%
January 31, 2022 96.34%
December 31, 2021 96.34%
November 30, 2021 96.34%
October 31, 2021 96.34%
September 30, 2021 96.34%
August 31, 2021 96.34%
July 31, 2021 96.34%
June 30, 2021 96.34%
May 31, 2021 96.34%
April 30, 2021 96.34%
March 31, 2021 96.34%
February 28, 2021 96.34%
January 31, 2021 96.34%
December 31, 2020 96.34%
November 30, 2020 96.34%
October 31, 2020 96.34%
September 30, 2020 96.34%
August 31, 2020 96.34%

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

88.10%
Minimum
Jul 2024
96.34%
Maximum
Nov 2019
95.78%
Average
96.34%
Median
Nov 2019