Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 90.00%
August 31, 2024 90.00%
July 31, 2024 88.00%
June 30, 2024 87.25%
May 31, 2024 86.98%
April 30, 2024 86.98%
March 31, 2024 86.98%
February 29, 2024 86.98%
January 31, 2024 86.98%
December 31, 2023 86.98%
November 30, 2023 86.98%
October 31, 2023 86.98%
September 30, 2023 86.98%
August 31, 2023 86.98%
July 31, 2023 86.98%
June 30, 2023 86.98%
May 31, 2023 86.98%
April 30, 2023 86.98%
March 31, 2023 86.98%
February 28, 2023 86.98%
January 31, 2023 86.98%
December 31, 2022 86.98%
November 30, 2022 86.98%
October 31, 2022 86.98%
September 30, 2022 86.98%
Date Value
August 31, 2022 86.98%
July 31, 2022 86.98%
June 30, 2022 86.98%
May 31, 2022 86.98%
April 30, 2022 86.98%
March 31, 2022 86.98%
February 28, 2022 86.98%
January 31, 2022 86.98%
December 31, 2021 86.98%
November 30, 2021 86.98%
October 31, 2021 94.12%
September 30, 2021 94.93%
August 31, 2021 98.00%
July 31, 2021 99.04%
June 30, 2021 99.04%
May 31, 2021 99.04%
April 30, 2021 99.04%
March 31, 2021 99.04%
February 28, 2021 99.44%
January 31, 2021 99.44%
December 31, 2020 99.44%
November 30, 2020 99.44%
October 31, 2020 99.44%
September 30, 2020 99.44%
August 31, 2020 99.44%

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

86.98%
Minimum
Nov 2021
99.44%
Maximum
Nov 2019
91.95%
Average
86.98%
Median
Nov 2021