Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.84%
August 31, 2024 99.84%
July 31, 2024 99.84%
June 30, 2024 99.84%
May 31, 2024 99.84%
April 30, 2024 99.84%
March 31, 2024 99.84%
February 29, 2024 99.84%
January 31, 2024 99.84%
December 31, 2023 99.84%
November 30, 2023 99.84%
October 31, 2023 99.84%
September 30, 2023 99.84%
August 31, 2023 99.84%
July 31, 2023 99.84%
June 30, 2023 99.84%
May 31, 2023 99.84%
April 30, 2023 99.78%
March 31, 2023 99.78%
February 28, 2023 99.72%
January 31, 2023 99.69%
December 31, 2022 99.60%
November 30, 2022 99.81%
October 31, 2022 99.81%
September 30, 2022 99.81%
Date Value
August 31, 2022 99.81%
July 31, 2022 99.81%
June 30, 2022 99.81%
May 31, 2022 99.81%
April 30, 2022 99.81%
March 31, 2022 99.86%
February 28, 2022 99.93%
January 31, 2022 99.93%
December 31, 2021 99.93%
November 30, 2021 99.93%
October 31, 2021 99.96%
September 30, 2021 100.00%
August 31, 2021 100.00%
July 31, 2021 100.00%
June 30, 2021 100.00%
May 31, 2021 100.00%
April 30, 2021 100.00%
March 31, 2021 100.00%
February 28, 2021 100.00%
January 31, 2021 100.00%
December 31, 2020 100.00%
November 30, 2020 100.00%
October 31, 2020 100.00%
September 30, 2020 100.00%
August 31, 2020 100.00%

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

99.60%
Minimum
Dec 2022
100.00%
Maximum
Nov 2019
99.89%
Average
99.84%
Median
May 2023