Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 91.07%
August 31, 2024 91.07%
July 31, 2024 91.07%
June 30, 2024 91.07%
May 31, 2024 91.07%
April 30, 2024 91.07%
March 31, 2024 91.07%
February 29, 2024 91.07%
January 31, 2024 91.07%
December 31, 2023 91.07%
November 30, 2023 90.00%
October 31, 2023 90.00%
September 30, 2023 90.00%
August 31, 2023 90.00%
July 31, 2023 90.00%
June 30, 2023 90.00%
May 31, 2023 90.00%
April 30, 2023 90.00%
March 31, 2023 90.00%
February 28, 2023 90.00%
January 31, 2023 90.00%
December 31, 2022 90.00%
November 30, 2022 90.00%
October 31, 2022 90.00%
September 30, 2022 90.00%
Date Value
August 31, 2022 90.00%
July 31, 2022 90.00%
June 30, 2022 90.00%
May 31, 2022 90.00%
April 30, 2022 90.00%
March 31, 2022 95.00%
February 28, 2022 97.50%
January 31, 2022 98.33%
December 31, 2021 99.34%
November 30, 2021 99.34%
October 31, 2021 99.34%
September 30, 2021 99.53%
August 31, 2021 99.53%
July 31, 2021 99.53%
June 30, 2021 99.53%
May 31, 2021 99.53%
April 30, 2021 99.53%
March 31, 2021 99.53%
February 28, 2021 99.68%
January 31, 2021 99.68%
December 31, 2020 99.68%
November 30, 2020 99.68%
October 31, 2020 99.68%
September 30, 2020 99.68%
August 31, 2020 99.68%

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

90.00%
Minimum
Apr 2022
99.68%
Maximum
Nov 2019
94.77%
Average
91.07%
Median
Dec 2023

Max Drawdown (5Y) Benchmarks