Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 85.86%
August 31, 2024 85.86%
July 31, 2024 85.86%
June 30, 2024 85.86%
May 31, 2024 85.86%
April 30, 2024 85.86%
March 31, 2024 87.09%
February 29, 2024 88.33%
January 31, 2024 88.58%
December 31, 2023 90.56%
November 30, 2023 92.48%
October 31, 2023 92.48%
September 30, 2023 93.80%
August 31, 2023 96.10%
July 31, 2023 96.10%
June 30, 2023 96.10%
May 31, 2023 96.16%
April 30, 2023 96.32%
March 31, 2023 96.32%
February 28, 2023 96.33%
January 31, 2023 96.69%
December 31, 2022 96.69%
November 30, 2022 97.25%
October 31, 2022 97.25%
September 30, 2022 97.25%
Date Value
August 31, 2022 97.25%
July 31, 2022 97.25%
June 30, 2022 97.25%
May 31, 2022 97.25%
April 30, 2022 97.25%
March 31, 2022 97.25%
February 28, 2022 97.25%
January 31, 2022 97.25%
December 31, 2021 97.25%
November 30, 2021 97.25%
October 31, 2021 97.25%
September 30, 2021 97.54%
August 31, 2021 97.54%
July 31, 2021 97.54%
June 30, 2021 97.54%
May 31, 2021 97.54%
April 30, 2021 97.54%
March 31, 2021 97.54%
February 28, 2021 97.54%
January 31, 2021 97.54%
December 31, 2020 97.54%
November 30, 2020 97.54%
October 31, 2020 97.54%
September 30, 2020 97.54%
August 31, 2020 97.54%

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

85.86%
Minimum
Apr 2024
97.54%
Maximum
Nov 2019
95.26%
Average
97.25%
Median
Oct 2021