Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 93.28%
August 31, 2024 93.28%
July 31, 2024 93.28%
June 30, 2024 93.28%
May 31, 2024 93.28%
April 30, 2024 94.11%
March 31, 2024 94.11%
February 29, 2024 94.11%
January 31, 2024 94.11%
December 31, 2023 94.11%
November 30, 2023 94.11%
October 31, 2023 94.11%
September 30, 2023 94.11%
August 31, 2023 94.11%
July 31, 2023 94.11%
June 30, 2023 94.11%
May 31, 2023 94.11%
April 30, 2023 94.11%
March 31, 2023 94.11%
February 28, 2023 94.11%
January 31, 2023 94.11%
December 31, 2022 94.11%
November 30, 2022 94.11%
October 31, 2022 94.11%
September 30, 2022 94.11%
Date Value
August 31, 2022 94.11%
July 31, 2022 94.11%
June 30, 2022 94.11%
May 31, 2022 94.11%
April 30, 2022 94.11%
March 31, 2022 94.11%
February 28, 2022 94.11%
January 31, 2022 94.11%
December 31, 2021 94.11%
November 30, 2021 94.11%
October 31, 2021 94.11%
September 30, 2021 94.11%
August 31, 2021 94.11%
July 31, 2021 94.11%
June 30, 2021 94.11%
May 31, 2021 94.11%
April 30, 2021 94.11%
March 31, 2021 94.11%
February 28, 2021 94.11%
January 31, 2021 94.11%
December 31, 2020 94.11%
November 30, 2020 94.11%
October 31, 2020 94.11%
September 30, 2020 94.11%
August 31, 2020 94.11%

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

93.28%
Minimum
May 2024
94.11%
Maximum
Nov 2019
94.04%
Average
94.11%
Median
Nov 2019