Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 100.00%
August 31, 2024 100.00%
July 31, 2024 100.00%
June 30, 2024 100.00%
May 31, 2024 100.00%
April 30, 2024 100.00%
March 31, 2024 100.00%
February 29, 2024 100.00%
January 31, 2024 100.00%
December 31, 2023 100.00%
November 30, 2023 100.00%
October 31, 2023 100.00%
September 30, 2023 100.00%
August 31, 2023 100.00%
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%
Date Value
August 31, 2022 97.96%
July 31, 2022 97.96%
June 30, 2022 97.96%
May 31, 2022 97.96%
April 30, 2022 97.96%
March 31, 2022 97.76%
February 28, 2022 97.76%
January 31, 2022 97.76%
December 31, 2021 98.95%
November 30, 2021 99.09%
October 31, 2021 99.19%
September 30, 2021 99.19%
August 31, 2021 99.19%
July 31, 2021 99.19%
June 30, 2021 99.19%
May 31, 2021 99.19%
April 30, 2021 99.19%
March 31, 2021 99.19%
February 28, 2021 99.19%
January 31, 2021 99.19%
December 31, 2020 99.19%
November 30, 2020 99.19%
October 31, 2020 99.19%
September 30, 2020 99.19%
August 31, 2020 99.19%

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

97.76%
Minimum
Jan 2022
100.00%
Maximum
Sep 2022
99.37%
Average
99.19%
Median
Feb 2020