Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 98.00%
September 30, 2024 98.00%
August 31, 2024 98.00%
July 31, 2024 98.00%
June 30, 2024 98.00%
May 31, 2024 98.00%
April 30, 2024 98.00%
March 31, 2024 98.00%
February 29, 2024 98.00%
January 31, 2024 98.00%
December 31, 2023 98.00%
November 30, 2023 98.00%
October 31, 2023 98.00%
September 30, 2023 97.14%
August 31, 2023 96.61%
July 31, 2023 96.61%
June 30, 2023 96.61%
May 31, 2023 96.61%
April 30, 2023 96.61%
March 31, 2023 96.61%
February 28, 2023 96.61%
January 31, 2023 96.61%
December 31, 2022 96.61%
November 30, 2022 96.61%
October 31, 2022 96.61%
Date Value
September 30, 2022 96.61%
August 31, 2022 96.61%
July 31, 2022 96.61%
June 30, 2022 96.61%
May 31, 2022 96.61%
April 30, 2022 96.61%
March 31, 2022 96.61%
February 28, 2022 96.61%
January 31, 2022 96.61%
December 31, 2021 96.61%
November 30, 2021 96.61%
October 31, 2021 96.61%
September 30, 2021 96.61%
August 31, 2021 96.61%
July 31, 2021 96.61%
June 30, 2021 96.61%
May 31, 2021 96.61%
April 30, 2021 96.61%
March 31, 2021 96.61%
February 28, 2021 96.61%
January 31, 2021 96.61%
December 31, 2020 96.61%
November 30, 2020 97.80%
October 31, 2020 97.80%
September 30, 2020 97.86%

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

96.61%
Minimum
Dec 2020
98.12%
Maximum
Nov 2019
97.23%
Average
96.61%
Median
Dec 2020

Max Drawdown (5Y) Benchmarks