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 100.00%
May 31, 2024 100.00%
April 30, 2024 100.00%
March 31, 2024 100.00%
February 29, 2024 100.00%
January 31, 2024 100.00%
December 31, 2023 100.00%
November 30, 2023 100.00%
October 31, 2023 100.00%
September 30, 2023 100.00%
August 31, 2023 100.00%
July 31, 2023 99.99%
June 30, 2023 99.98%
May 31, 2023 99.97%
April 30, 2023 99.97%
March 31, 2023 99.97%
February 28, 2023 99.96%
January 31, 2023 99.96%
December 31, 2022 99.96%
November 30, 2022 99.94%
October 31, 2022 99.91%
Date Value
September 30, 2022 99.89%
August 31, 2022 99.74%
July 31, 2022 99.68%
June 30, 2022 99.58%
May 31, 2022 99.33%
April 30, 2022 98.72%
March 31, 2022 97.84%
February 28, 2022 97.56%
January 31, 2022 97.53%
December 31, 2021 97.22%
November 30, 2021 96.17%
October 31, 2021 94.95%
September 30, 2021 94.37%
August 31, 2021 91.79%
July 31, 2021 91.79%
June 30, 2021 91.79%
May 31, 2021 91.79%
April 30, 2021 91.79%
March 31, 2021 91.79%
February 28, 2021 91.79%
January 31, 2021 91.79%
December 31, 2020 91.79%
November 30, 2020 91.79%
October 31, 2020 91.79%
September 30, 2020 91.79%

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

91.79%
Minimum
Nov 2019
100.00%
Maximum
Aug 2024
96.52%
Average
99.03%
Median

Max Drawdown (5Y) Benchmarks