Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 96.55%
August 31, 2024 96.55%
July 31, 2024 96.55%
June 30, 2024 96.55%
May 31, 2024 96.55%
April 30, 2024 96.55%
March 31, 2024 96.55%
February 29, 2024 96.55%
January 31, 2024 96.55%
December 31, 2023 96.55%
November 30, 2023 96.55%
October 31, 2023 96.55%
September 30, 2023 96.55%
August 31, 2023 96.55%
July 31, 2023 96.55%
June 30, 2023 96.55%
May 31, 2023 96.55%
April 30, 2023 96.55%
March 31, 2023 96.28%
February 28, 2023 96.28%
January 31, 2023 96.28%
December 31, 2022 96.28%
November 30, 2022 96.28%
October 31, 2022 96.28%
September 30, 2022 94.97%
Date Value
August 31, 2022 93.24%
July 31, 2022 93.10%
June 30, 2022 93.10%
May 31, 2022 93.10%
April 30, 2022 94.00%
March 31, 2022 94.00%
February 28, 2022 94.00%
January 31, 2022 94.00%
December 31, 2021 94.00%
November 30, 2021 94.00%
October 31, 2021 94.00%
September 30, 2021 94.00%
August 31, 2021 94.00%
July 31, 2021 96.00%
June 30, 2021 96.00%
May 31, 2021 96.00%
April 30, 2021 96.00%
March 31, 2021 96.00%
February 28, 2021 96.00%
January 31, 2021 96.00%
December 31, 2020 96.00%
November 30, 2020 96.00%
October 31, 2020 96.00%
September 30, 2020 96.00%
August 31, 2020 96.00%

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

93.10%
Minimum
May 2022
96.55%
Maximum
Apr 2023
95.68%
Average
96.00%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks