Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 96.70%
August 31, 2024 96.70%
July 31, 2024 96.70%
June 30, 2024 96.70%
May 31, 2024 96.70%
April 30, 2024 96.70%
March 31, 2024 96.70%
February 29, 2024 96.70%
January 31, 2024 96.70%
December 31, 2023 96.70%
November 30, 2023 96.70%
October 31, 2023 96.70%
September 30, 2023 96.70%
August 31, 2023 96.70%
July 31, 2023 96.70%
June 30, 2023 96.37%
May 31, 2023 96.10%
April 30, 2023 96.10%
March 31, 2023 96.10%
February 28, 2023 96.10%
January 31, 2023 96.10%
December 31, 2022 96.10%
November 30, 2022 96.05%
October 31, 2022 95.29%
September 30, 2022 94.69%
Date Value
August 31, 2022 90.68%
July 31, 2022 88.73%
June 30, 2022 88.73%
May 31, 2022 88.73%
April 30, 2022 87.87%
March 31, 2022 87.87%
February 28, 2022 87.87%
January 31, 2022 87.87%
December 31, 2021 87.87%
November 30, 2021 87.87%
October 31, 2021 87.87%
September 30, 2021 87.87%
August 31, 2021 87.87%
July 31, 2021 87.87%
June 30, 2021 87.87%
May 31, 2021 87.87%
April 30, 2021 87.87%
March 31, 2021 87.87%
February 28, 2021 87.87%
January 31, 2021 87.87%
December 31, 2020 87.87%
November 30, 2020 87.87%
October 31, 2020 87.87%
September 30, 2020 87.87%
August 31, 2020 87.87%

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

56.45%
Minimum
Nov 2019
96.70%
Maximum
Jul 2023
89.84%
Average
87.87%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks