Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.36%
September 30, 2024 99.36%
August 31, 2024 99.36%
July 31, 2024 99.36%
June 30, 2024 99.36%
May 31, 2024 99.36%
April 30, 2024 99.36%
March 31, 2024 99.36%
February 29, 2024 99.36%
January 31, 2024 99.36%
December 31, 2023 99.36%
November 30, 2023 99.36%
October 31, 2023 99.36%
September 30, 2023 99.36%
August 31, 2023 99.36%
July 31, 2023 99.36%
June 30, 2023 99.36%
May 31, 2023 99.36%
April 30, 2023 99.36%
March 31, 2023 99.22%
February 28, 2023 99.10%
January 31, 2023 99.10%
December 31, 2022 99.10%
November 30, 2022 99.10%
October 31, 2022 98.38%
Date Value
September 30, 2022 98.38%
August 31, 2022 98.24%
July 31, 2022 98.23%
June 30, 2022 98.12%
May 31, 2022 98.11%
April 30, 2022 97.50%
March 31, 2022 97.50%
February 28, 2022 96.98%
January 31, 2022 96.70%
December 31, 2021 96.70%
November 30, 2021 96.33%
October 31, 2021 96.33%
September 30, 2021 96.33%
August 31, 2021 96.33%
July 31, 2021 96.33%
June 30, 2021 96.33%
May 31, 2021 96.33%
April 30, 2021 96.33%
March 31, 2021 96.33%
February 28, 2021 96.33%
January 31, 2021 96.33%
December 31, 2020 96.33%
November 30, 2020 95.71%
October 31, 2020 90.67%
September 30, 2020 90.67%

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.

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Max Drawdown (5Y) Range, Past 5 Years

84.76%
Minimum
Nov 2019
99.36%
Maximum
Apr 2023
96.24%
Average
97.81%
Median

Max Drawdown (5Y) Benchmarks