Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 91.01%
August 31, 2024 91.01%
July 31, 2024 91.01%
June 30, 2024 91.01%
May 31, 2024 91.01%
April 30, 2024 91.01%
March 31, 2024 91.01%
February 29, 2024 91.01%
January 31, 2024 91.01%
December 31, 2023 91.01%
November 30, 2023 91.01%
October 31, 2023 91.01%
September 30, 2023 91.01%
August 31, 2023 91.01%
July 31, 2023 91.01%
June 30, 2023 91.01%
May 31, 2023 91.01%
April 30, 2023 91.01%
March 31, 2023 91.01%
February 28, 2023 91.01%
January 31, 2023 91.01%
December 31, 2022 91.01%
November 30, 2022 91.01%
October 31, 2022 91.01%
September 30, 2022 91.01%
Date Value
August 31, 2022 91.01%
July 31, 2022 91.01%
June 30, 2022 91.01%
May 31, 2022 91.01%
April 30, 2022 91.01%
March 31, 2022 91.01%
February 28, 2022 91.01%
January 31, 2022 91.01%
December 31, 2021 91.01%
November 30, 2021 91.01%
October 31, 2021 91.01%
September 30, 2021 91.01%
August 31, 2021 91.01%
July 31, 2021 91.01%
June 30, 2021 91.01%
May 31, 2021 91.01%
April 30, 2021 89.72%
March 31, 2021 89.72%
February 28, 2021 89.72%
January 31, 2021 89.72%
December 31, 2020 89.72%
November 30, 2020 89.72%
October 31, 2020 89.72%
September 30, 2020 89.72%
August 31, 2020 89.72%

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

89.72%
Minimum
Nov 2019
91.01%
Maximum
May 2021
90.61%
Average
91.01%
Median
May 2021

Max Drawdown (5Y) Benchmarks