Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2024 99.98%
July 31, 2024 99.98%
June 30, 2024 99.98%
May 31, 2024 99.98%
April 30, 2024 99.98%
March 31, 2024 99.98%
February 29, 2024 99.98%
January 31, 2024 99.98%
December 31, 2023 99.98%
November 30, 2023 99.98%
October 31, 2023 99.98%
September 30, 2023 99.98%
August 31, 2023 99.98%
July 31, 2023 99.98%
June 30, 2023 99.98%
May 31, 2023 99.98%
April 30, 2023 99.98%
March 31, 2023 99.96%
February 28, 2023 99.95%
January 31, 2023 99.80%
December 31, 2022 99.80%
November 30, 2022 99.80%
October 31, 2022 99.80%
September 30, 2022 99.80%
August 31, 2022 99.80%
Date Value
July 31, 2022 99.80%
June 30, 2022 99.80%
May 31, 2022 99.80%
April 30, 2022 99.79%
March 31, 2022 99.79%
February 28, 2022 99.79%
January 31, 2022 99.79%
December 31, 2021 99.79%
November 30, 2021 99.79%
October 31, 2021 99.79%
September 30, 2021 99.79%
August 31, 2021 99.79%
July 31, 2021 99.79%
June 30, 2021 99.79%
May 31, 2021 99.79%
April 30, 2021 99.79%
March 31, 2021 99.79%
February 28, 2021 99.79%
January 31, 2021 99.79%
December 31, 2020 99.79%
November 30, 2020 99.79%
October 31, 2020 99.79%
September 30, 2020 99.79%
August 31, 2020 99.78%
July 31, 2020 99.76%

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

99.44%
Minimum
Sep 2019
99.98%
Maximum
May 2023
99.80%
Average
99.79%
Median
Sep 2020

Max Drawdown (5Y) Benchmarks