Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.98%
August 31, 2024 99.97%
July 31, 2024 99.97%
June 30, 2024 99.97%
May 31, 2024 99.97%
April 30, 2024 99.97%
March 31, 2024 99.97%
February 29, 2024 99.97%
January 31, 2024 99.97%
December 31, 2023 99.97%
November 30, 2023 99.97%
October 31, 2023 99.97%
September 30, 2023 99.97%
August 31, 2023 99.97%
July 31, 2023 99.65%
June 30, 2023 99.65%
May 31, 2023 99.23%
April 30, 2023 99.16%
March 31, 2023 99.16%
February 28, 2023 99.16%
January 31, 2023 99.16%
December 31, 2022 99.16%
November 30, 2022 99.16%
October 31, 2022 99.16%
September 30, 2022 99.16%
Date Value
August 31, 2022 99.16%
July 31, 2022 99.16%
June 30, 2022 99.16%
May 31, 2022 99.16%
April 30, 2022 99.16%
March 31, 2022 99.16%
February 28, 2022 99.16%
January 31, 2022 99.33%
December 31, 2021 99.33%
November 30, 2021 99.58%
October 31, 2021 99.77%
September 30, 2021 99.78%
August 31, 2021 99.78%
July 31, 2021 99.78%
June 30, 2021 99.78%
May 31, 2021 99.78%
April 30, 2021 99.78%
March 31, 2021 99.78%
February 28, 2021 99.78%
January 31, 2021 99.78%
December 31, 2020 99.78%
November 30, 2020 99.78%
October 31, 2020 99.78%
September 30, 2020 99.78%
August 31, 2020 99.78%

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

99.16%
Minimum
Feb 2022
99.98%
Maximum
Sep 2024
99.64%
Average
99.78%
Median
Nov 2019