Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2024 99.70%
July 31, 2024 99.70%
June 30, 2024 99.70%
May 31, 2024 99.70%
April 30, 2024 99.70%
March 31, 2024 99.70%
February 29, 2024 99.70%
January 31, 2024 99.70%
December 31, 2023 99.70%
November 30, 2023 99.70%
October 31, 2023 99.70%
September 30, 2023 99.70%
August 31, 2023 99.70%
July 31, 2023 99.70%
June 30, 2023 99.70%
May 31, 2023 99.70%
April 30, 2023 99.70%
March 31, 2023 99.70%
February 28, 2023 99.70%
January 31, 2023 99.70%
December 31, 2022 99.70%
November 30, 2022 99.70%
October 31, 2022 97.87%
September 30, 2022 97.87%
August 31, 2022 97.87%
Date Value
July 31, 2022 97.87%
June 30, 2022 97.26%
May 31, 2022 97.26%
April 30, 2022 97.26%
March 31, 2022 97.26%
February 28, 2022 96.34%
January 31, 2022 94.51%
December 31, 2021 94.51%
November 30, 2021 94.51%
October 31, 2021 94.51%
September 30, 2021 94.51%
August 31, 2021 94.51%
July 31, 2021 94.51%
June 30, 2021 94.51%
May 31, 2021 94.51%
April 30, 2021 94.51%
March 31, 2021 94.51%
February 28, 2021 94.51%
January 31, 2021 94.51%
December 31, 2020 94.51%
November 30, 2020 93.90%
October 31, 2020 91.67%
September 30, 2020 91.67%
August 31, 2020 91.67%
July 31, 2020 91.67%

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

91.67%
Minimum
Dec 2019
99.70%
Maximum
Nov 2022
96.34%
Average
96.80%
Median