Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.39%
August 31, 2024 99.39%
July 31, 2024 99.39%
June 30, 2024 99.39%
May 31, 2024 99.39%
April 30, 2024 99.39%
March 31, 2024 99.39%
February 29, 2024 99.39%
January 31, 2024 99.39%
December 31, 2023 99.39%
November 30, 2023 99.39%
October 31, 2023 99.39%
September 30, 2023 99.39%
August 31, 2023 99.39%
July 31, 2023 99.39%
June 30, 2023 99.39%
May 31, 2023 99.39%
April 30, 2023 99.39%
March 31, 2023 99.39%
February 28, 2023 99.39%
January 31, 2023 99.39%
December 31, 2022 99.39%
November 30, 2022 99.39%
October 31, 2022 99.39%
September 30, 2022 99.39%
Date Value
August 31, 2022 99.39%
July 31, 2022 99.39%
June 30, 2022 99.39%
May 31, 2022 93.10%
April 30, 2022 93.10%
March 31, 2022 93.10%
February 28, 2022 93.10%
January 31, 2022 93.10%
December 31, 2021 93.10%
November 30, 2021 90.86%
October 31, 2021 90.86%
September 30, 2021 89.18%
August 31, 2021 91.20%
July 31, 2021 91.20%
June 30, 2021 91.20%
May 31, 2021 91.20%
April 30, 2021 91.20%
March 31, 2021 91.20%
February 28, 2021 91.20%
January 31, 2021 91.20%
December 31, 2020 97.19%
November 30, 2020 97.19%
October 31, 2020 97.19%
September 30, 2020 97.19%
August 31, 2020 97.19%

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

89.18%
Minimum
Sep 2021
99.39%
Maximum
Jun 2022
96.66%
Average
97.19%
Median
Nov 2019