Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 97.26%
September 30, 2024 97.26%
August 31, 2024 97.26%
July 31, 2024 97.26%
June 30, 2024 97.26%
May 31, 2024 97.25%
April 30, 2024 97.25%
March 31, 2024 97.25%
February 29, 2024 97.25%
January 31, 2024 97.25%
December 31, 2023 97.25%
November 30, 2023 97.25%
October 31, 2023 97.87%
September 30, 2023 97.87%
August 31, 2023 97.87%
July 31, 2023 97.87%
June 30, 2023 97.87%
May 31, 2023 97.87%
April 30, 2023 98.10%
March 31, 2023 98.10%
February 28, 2023 98.10%
January 31, 2023 98.10%
December 31, 2022 98.10%
November 30, 2022 98.10%
October 31, 2022 98.10%
Date Value
September 30, 2022 98.10%
August 31, 2022 98.10%
July 31, 2022 98.10%
June 30, 2022 98.10%
May 31, 2022 98.10%
April 30, 2022 98.10%
March 31, 2022 98.10%
February 28, 2022 98.10%
January 31, 2022 98.10%
December 31, 2021 98.10%
November 30, 2021 98.10%
October 31, 2021 98.10%
September 30, 2021 98.10%
August 31, 2021 98.10%
July 31, 2021 98.10%
June 30, 2021 98.10%
May 31, 2021 98.10%
April 30, 2021 98.10%
March 31, 2021 98.43%
February 28, 2021 98.43%
January 31, 2021 99.04%
December 31, 2020 99.06%
November 30, 2020 99.19%
October 31, 2020 99.21%
September 30, 2020 99.21%

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

97.25%
Minimum
Nov 2023
99.21%
Maximum
Nov 2019
98.19%
Average
98.10%
Median
Apr 2021