Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 91.88%
August 31, 2024 91.88%
July 31, 2024 91.88%
June 30, 2024 91.88%
May 31, 2024 91.88%
April 30, 2024 91.88%
March 31, 2024 91.88%
February 29, 2024 91.88%
January 31, 2024 91.88%
December 31, 2023 91.88%
November 30, 2023 91.88%
October 31, 2023 91.88%
September 30, 2023 91.88%
August 31, 2023 91.88%
July 31, 2023 91.88%
June 30, 2023 91.88%
May 31, 2023 91.88%
April 30, 2023 91.88%
March 31, 2023 91.88%
February 28, 2023 91.88%
January 31, 2023 91.88%
December 31, 2022 91.88%
November 30, 2022 90.97%
October 31, 2022 88.67%
September 30, 2022 88.67%
Date Value
August 31, 2022 88.67%
July 31, 2022 88.67%
June 30, 2022 88.67%
May 31, 2022 85.76%
April 30, 2022 85.76%
March 31, 2022 85.76%
February 28, 2022 85.76%
January 31, 2022 85.76%
December 31, 2021 85.76%
November 30, 2021 85.76%
October 31, 2021 85.76%
September 30, 2021 85.76%
August 31, 2021 85.76%
July 31, 2021 85.76%
June 30, 2021 85.76%
May 31, 2021 85.76%
April 30, 2021 85.76%
March 31, 2021 85.76%
February 28, 2021 85.76%
January 31, 2021 85.76%
December 31, 2020 85.76%
November 30, 2020 85.76%
October 31, 2020 85.76%
September 30, 2020 85.76%
August 31, 2020 85.76%

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

79.65%
Minimum
Nov 2019
91.88%
Maximum
Dec 2022
87.96%
Average
85.76%
Median
Mar 2020