Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 95.99%
September 30, 2024 95.99%
August 31, 2024 95.99%
July 31, 2024 95.99%
June 30, 2024 95.99%
May 31, 2024 95.99%
April 30, 2024 95.99%
March 31, 2024 95.99%
February 29, 2024 95.99%
January 31, 2024 95.99%
December 31, 2023 95.99%
November 30, 2023 95.99%
October 31, 2023 95.99%
September 30, 2023 95.99%
August 31, 2023 95.99%
July 31, 2023 95.99%
June 30, 2023 95.99%
May 31, 2023 95.99%
April 30, 2023 95.99%
March 31, 2023 95.99%
February 28, 2023 95.99%
January 31, 2023 95.99%
December 31, 2022 95.99%
November 30, 2022 94.20%
October 31, 2022 94.20%
Date Value
September 30, 2022 93.74%
August 31, 2022 90.77%
July 31, 2022 89.32%
June 30, 2022 88.56%
May 31, 2022 87.60%
April 30, 2022 87.60%
March 31, 2022 87.60%
February 28, 2022 87.60%
January 31, 2022 87.60%
December 31, 2021 87.60%
November 30, 2021 87.60%
October 31, 2021 87.60%
September 30, 2021 87.60%
August 31, 2021 87.60%
July 31, 2021 87.60%
June 30, 2021 87.60%
May 31, 2021 87.60%
April 30, 2021 87.60%
March 31, 2021 87.60%
February 28, 2021 87.60%
January 31, 2021 87.60%
December 31, 2020 87.60%
November 30, 2020 87.60%
October 31, 2020 87.60%
September 30, 2020 87.60%

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

59.39%
Minimum
Nov 2019
95.99%
Maximum
Dec 2022
89.45%
Average
87.60%
Median
Mar 2020