Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2026 100.00%
August 31, 2026 100.00%
July 31, 2026 100.00%
June 30, 2026 100.00%
May 31, 2026 100.00%
April 30, 2026 100.00%
March 31, 2026 100.00%
February 28, 2026 100.00%
January 31, 2026 100.00%
December 31, 2025 100.00%
November 30, 2025 100.00%
October 31, 2025 100.00%
September 30, 2025 100.00%
August 31, 2025 100.00%
July 31, 2025 99.98%
June 30, 2025 99.98%
May 31, 2025 99.98%
April 30, 2025 99.98%
March 31, 2025 99.98%
February 28, 2025 99.98%
January 31, 2025 99.98%
December 31, 2024 99.98%
November 30, 2024 99.98%
October 31, 2024 99.98%
September 30, 2024 99.98%
Date Value
August 31, 2024 99.98%
July 31, 2024 99.98%
June 30, 2024 99.98%
May 31, 2024 99.98%
April 30, 2024 99.98%
March 31, 2024 99.98%
February 29, 2024 99.98%
January 31, 2024 99.98%
December 31, 2023 99.98%
November 30, 2023 99.98%
October 31, 2023 99.99%
September 30, 2023 99.99%
August 31, 2023 99.99%
July 31, 2023 100.00%
June 30, 2023 100.00%
May 31, 2023 100.00%
April 30, 2023 100.00%
March 31, 2023 100.00%
February 28, 2023 100.00%
January 31, 2023 100.00%
December 31, 2022 100.00%
November 30, 2022 100.00%
October 31, 2022 100.00%
September 30, 2022 100.00%
August 31, 2022 100.00%

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.

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Max Drawdown (5Y) Range, Past 5 Years

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Minimum
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Maximum
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Average
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Median

Max Drawdown (5Y) Benchmarks

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KT Corp. 28.29%
Cuentas, Inc. 100.00%
Pharol SA 99.95%
U-NEXT HOLDINGS Co., Ltd. --
Liberty Capital Corp. --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -12003.79
Beta (5Y) 1196.49
Historical Sortino (5Y) -0.4612