Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2024 99.99%
July 31, 2024 99.99%
June 30, 2024 99.99%
May 31, 2024 99.99%
April 30, 2024 99.99%
March 31, 2024 99.99%
February 29, 2024 99.99%
January 31, 2024 99.99%
December 31, 2023 99.99%
November 30, 2023 99.99%
October 31, 2023 99.99%
September 30, 2023 99.99%
August 31, 2023 99.99%
July 31, 2023 99.64%
June 30, 2023 99.64%
May 31, 2023 99.64%
April 30, 2023 99.64%
March 31, 2023 99.64%
February 28, 2023 99.64%
January 31, 2023 99.64%
December 31, 2022 99.64%
November 30, 2022 99.62%
October 31, 2022 99.41%
September 30, 2022 99.41%
August 31, 2022 99.41%
Date Value
July 31, 2022 99.41%
June 30, 2022 99.41%
May 31, 2022 99.41%
April 30, 2022 99.41%
March 31, 2022 99.41%
February 28, 2022 99.41%
January 31, 2022 99.41%
December 31, 2021 99.41%
November 30, 2021 99.41%
October 31, 2021 99.41%
September 30, 2021 99.41%
August 31, 2021 99.41%
July 31, 2021 96.84%
June 30, 2021 96.84%
May 31, 2021 97.67%
April 30, 2021 98.25%
March 31, 2021 98.25%
February 28, 2021 99.27%
January 31, 2021 99.38%
December 31, 2020 99.38%
November 30, 2020 99.50%
October 31, 2020 99.62%
September 30, 2020 99.76%
August 31, 2020 99.88%
July 31, 2020 99.90%

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

96.84%
Minimum
Jun 2021
99.99%
Maximum
Jul 2024
99.53%
Average
99.64%
Median
Dec 2022

Max Drawdown (5Y) Benchmarks