Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 97.53%
August 31, 2024 97.12%
July 31, 2024 95.88%
June 30, 2024 95.88%
May 31, 2024 95.88%
April 30, 2024 95.88%
March 31, 2024 95.88%
February 29, 2024 95.47%
January 31, 2024 95.47%
December 31, 2023 95.47%
November 30, 2023 95.47%
October 31, 2023 95.47%
September 30, 2023 95.47%
August 31, 2023 95.47%
July 31, 2023 93.42%
June 30, 2023 93.42%
May 31, 2023 91.56%
April 30, 2023 91.56%
March 31, 2023 90.54%
February 28, 2023 88.89%
January 31, 2023 88.89%
December 31, 2022 88.89%
November 30, 2022 87.10%
October 31, 2022 87.10%
September 30, 2022 87.10%
Date Value
August 31, 2022 87.10%
July 31, 2022 87.78%
June 30, 2022 87.78%
May 31, 2022 87.78%
April 30, 2022 90.83%
March 31, 2022 95.00%
February 28, 2022 95.00%
January 31, 2022 95.00%
December 31, 2021 95.00%
November 30, 2021 95.00%
October 31, 2021 95.00%
September 30, 2021 95.00%
August 31, 2021 95.00%
July 31, 2021 95.00%
June 30, 2021 95.00%
May 31, 2021 95.00%
April 30, 2021 95.19%
March 31, 2021 96.30%
February 28, 2021 97.00%
January 31, 2021 97.50%
December 31, 2020 98.00%
November 30, 2020 98.75%
October 31, 2020 98.75%
September 30, 2020 98.75%
August 31, 2020 98.75%

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

87.10%
Minimum
Aug 2022
99.05%
Maximum
Nov 2019
94.66%
Average
95.47%
Median
Aug 2023