Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 100.00%
September 30, 2024 100.00%
August 31, 2024 100.00%
July 31, 2024 100.00%
June 30, 2024 99.15%
May 31, 2024 99.15%
April 30, 2024 99.15%
March 31, 2024 99.15%
February 29, 2024 99.15%
January 31, 2024 99.15%
December 31, 2023 99.15%
November 30, 2023 99.15%
October 31, 2023 99.15%
September 30, 2023 99.15%
August 31, 2023 99.15%
July 31, 2023 99.15%
June 30, 2023 99.15%
May 31, 2023 99.15%
April 30, 2023 99.15%
March 31, 2023 99.15%
February 28, 2023 99.15%
January 31, 2023 99.15%
December 31, 2022 99.15%
November 30, 2022 98.88%
October 31, 2022 97.64%
Date Value
September 30, 2022 96.87%
August 31, 2022 95.96%
July 31, 2022 95.62%
June 30, 2022 95.01%
May 31, 2022 92.67%
April 30, 2022 91.44%
March 31, 2022 91.44%
February 28, 2022 91.44%
January 31, 2022 91.44%
December 31, 2021 91.44%
November 30, 2021 91.44%
October 31, 2021 91.44%
September 30, 2021 91.44%
August 31, 2021 91.44%
July 31, 2021 91.44%
June 30, 2021 91.44%
May 31, 2021 91.44%
April 30, 2021 91.44%
March 31, 2021 91.44%
February 28, 2021 91.44%
January 31, 2021 91.44%
December 31, 2020 91.44%
November 30, 2020 91.44%
October 31, 2020 91.44%
September 30, 2020 91.44%

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

89.58%
Minimum
Nov 2019
100.00%
Maximum
Jul 2024
94.87%
Average
92.06%
Median