Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 93.23%
August 31, 2024 93.23%
July 31, 2024 93.23%
June 30, 2024 93.23%
May 31, 2024 93.23%
April 30, 2024 93.23%
March 31, 2024 93.23%
February 29, 2024 93.23%
January 31, 2024 93.23%
December 31, 2023 93.23%
November 30, 2023 93.23%
October 31, 2023 93.23%
September 30, 2023 93.23%
August 31, 2023 93.23%
July 31, 2023 93.23%
June 30, 2023 93.23%
May 31, 2023 92.79%
April 30, 2023 92.57%
March 31, 2023 91.97%
February 28, 2023 91.00%
January 31, 2023 89.80%
December 31, 2022 89.52%
November 30, 2022 89.52%
October 31, 2022 89.52%
September 30, 2022 89.52%
Date Value
August 31, 2022 89.52%
July 31, 2022 89.52%
June 30, 2022 89.52%
May 31, 2022 88.51%
April 30, 2022 88.29%
March 31, 2022 87.98%
February 28, 2022 86.84%
January 31, 2022 86.84%
December 31, 2021 84.51%
November 30, 2021 82.12%
October 31, 2021 80.45%
September 30, 2021 80.45%
August 31, 2021 80.45%
July 31, 2021 80.45%
June 30, 2021 80.45%
May 31, 2021 80.45%
April 30, 2021 80.45%
March 31, 2021 80.45%
February 28, 2021 80.45%
January 31, 2021 80.45%
December 31, 2020 80.45%
November 30, 2020 80.45%
October 31, 2020 80.45%
September 30, 2020 80.45%
August 31, 2020 80.45%

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

77.71%
Minimum
Nov 2019
93.23%
Maximum
Jun 2023
86.47%
Average
88.29%
Median
Apr 2022

Max Drawdown (5Y) Benchmarks