Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 98.68%
September 30, 2024 98.73%
August 31, 2024 98.87%
July 31, 2024 99.40%
June 30, 2024 99.40%
May 31, 2024 99.40%
April 30, 2024 99.40%
March 31, 2024 99.40%
February 29, 2024 99.40%
January 31, 2024 99.40%
December 31, 2023 99.40%
November 30, 2023 99.40%
October 31, 2023 99.40%
September 30, 2023 99.40%
August 31, 2023 99.40%
July 31, 2023 99.40%
June 30, 2023 99.40%
May 31, 2023 99.40%
April 30, 2023 99.40%
March 31, 2023 99.40%
February 28, 2023 99.40%
January 31, 2023 99.40%
December 31, 2022 99.40%
November 30, 2022 99.40%
October 31, 2022 99.40%
Date Value
September 30, 2022 99.40%
August 31, 2022 99.40%
July 31, 2022 99.40%
June 30, 2022 99.40%
May 31, 2022 99.40%
April 30, 2022 99.40%
March 31, 2022 99.40%
February 28, 2022 99.40%
January 31, 2022 99.40%
December 31, 2021 99.40%
November 30, 2021 99.40%
October 31, 2021 99.40%
September 30, 2021 99.40%
August 31, 2021 99.40%
July 31, 2021 99.40%
June 30, 2021 99.40%
May 31, 2021 99.40%
April 30, 2021 99.40%
March 31, 2021 99.40%
February 28, 2021 99.40%
January 31, 2021 99.40%
December 31, 2020 99.40%
November 30, 2020 99.40%
October 31, 2020 99.40%
September 30, 2020 99.40%

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

98.68%
Minimum
Oct 2024
99.40%
Maximum
Nov 2019
99.37%
Average
99.40%
Median
Nov 2019