Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 98.90%
August 31, 2024 97.80%
July 31, 2024 97.80%
June 30, 2024 97.80%
May 31, 2024 97.80%
April 30, 2024 97.80%
March 31, 2024 97.80%
February 29, 2024 97.80%
January 31, 2024 97.80%
December 31, 2023 97.80%
November 30, 2023 96.70%
October 31, 2023 95.60%
September 30, 2023 95.60%
August 31, 2023 95.60%
July 31, 2023 95.60%
June 30, 2023 95.60%
May 31, 2023 95.60%
April 30, 2023 95.60%
March 31, 2023 95.60%
February 28, 2023 95.60%
January 31, 2023 95.60%
December 31, 2022 95.60%
November 30, 2022 95.60%
October 31, 2022 95.60%
September 30, 2022 94.51%
Date Value
August 31, 2022 93.41%
July 31, 2022 92.31%
June 30, 2022 91.21%
May 31, 2022 90.11%
April 30, 2022 87.91%
March 31, 2022 86.81%
February 28, 2022 86.81%
January 31, 2022 90.57%
December 31, 2021 94.34%
November 30, 2021 94.34%
October 31, 2021 94.34%
September 30, 2021 94.34%
August 31, 2021 94.34%
July 31, 2021 95.38%
June 30, 2021 95.38%
May 31, 2021 95.38%
April 30, 2021 95.38%
March 31, 2021 95.38%
February 28, 2021 95.38%
January 31, 2021 95.38%
December 31, 2020 95.38%
November 30, 2020 95.38%
October 31, 2020 95.38%
September 30, 2020 95.38%
August 31, 2020 95.38%

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

86.81%
Minimum
Feb 2022
98.90%
Maximum
Sep 2024
95.04%
Average
95.38%
Median
Nov 2019