Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 92.52%
September 30, 2024 92.52%
August 31, 2024 92.52%
July 31, 2024 92.52%
June 30, 2024 92.52%
May 31, 2024 92.52%
April 30, 2024 92.52%
March 31, 2024 92.52%
February 29, 2024 92.52%
January 31, 2024 92.52%
December 31, 2023 92.52%
November 30, 2023 92.52%
October 31, 2023 92.52%
September 30, 2023 92.25%
August 31, 2023 91.26%
July 31, 2023 90.80%
June 30, 2023 90.80%
May 31, 2023 90.80%
April 30, 2023 88.12%
March 31, 2023 88.66%
February 28, 2023 89.02%
January 31, 2023 89.02%
December 31, 2022 89.02%
November 30, 2022 89.02%
October 31, 2022 90.24%
Date Value
September 30, 2022 90.24%
August 31, 2022 92.22%
July 31, 2022 93.79%
June 30, 2022 96.91%
May 31, 2022 96.91%
April 30, 2022 97.10%
March 31, 2022 97.10%
February 28, 2022 97.83%
January 31, 2022 98.12%
December 31, 2021 98.12%
November 30, 2021 98.26%
October 31, 2021 98.26%
September 30, 2021 98.33%
August 31, 2021 98.33%
July 31, 2021 98.41%
June 30, 2021 98.41%
May 31, 2021 98.41%
April 30, 2021 98.41%
March 31, 2021 98.41%
February 28, 2021 98.41%
January 31, 2021 98.41%
December 31, 2020 98.41%
November 30, 2020 98.84%
October 31, 2020 98.84%
September 30, 2020 98.84%

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.

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Max Drawdown (5Y) Range, Past 5 Years

88.12%
Minimum
Apr 2023
98.84%
Maximum
Nov 2019
95.09%
Average
97.01%
Median