Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 88.76%
September 30, 2024 88.76%
August 31, 2024 88.76%
July 31, 2024 88.76%
June 30, 2024 88.76%
May 31, 2024 88.76%
April 30, 2024 88.76%
March 31, 2024 88.76%
February 29, 2024 88.76%
January 31, 2024 88.76%
December 31, 2023 88.76%
November 30, 2023 88.76%
October 31, 2023 88.76%
September 30, 2023 88.76%
August 31, 2023 88.76%
July 31, 2023 88.76%
June 30, 2023 88.76%
May 31, 2023 88.76%
April 30, 2023 88.76%
March 31, 2023 88.76%
February 28, 2023 88.76%
January 31, 2023 88.76%
December 31, 2022 88.76%
November 30, 2022 91.58%
October 31, 2022 91.58%
Date Value
September 30, 2022 91.58%
August 31, 2022 91.58%
July 31, 2022 91.58%
June 30, 2022 91.58%
May 31, 2022 91.58%
April 30, 2022 91.58%
March 31, 2022 91.58%
February 28, 2022 91.58%
January 31, 2022 94.32%
December 31, 2021 94.81%
November 30, 2021 95.25%
October 31, 2021 97.21%
September 30, 2021 97.21%
August 31, 2021 97.21%
July 31, 2021 97.21%
June 30, 2021 97.21%
May 31, 2021 97.21%
April 30, 2021 97.21%
March 31, 2021 97.21%
February 28, 2021 97.21%
January 31, 2021 97.21%
December 31, 2020 97.21%
November 30, 2020 97.21%
October 31, 2020 97.21%
September 30, 2020 97.21%

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

88.76%
Minimum
Dec 2022
97.21%
Maximum
Nov 2019
92.91%
Average
91.58%
Median
Feb 2022