Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 97.94%
September 30, 2024 97.94%
August 31, 2024 97.94%
July 31, 2024 97.94%
June 30, 2024 97.94%
May 31, 2024 97.94%
April 30, 2024 97.87%
March 31, 2024 97.87%
February 29, 2024 97.87%
January 31, 2024 97.87%
December 31, 2023 97.87%
November 30, 2023 97.87%
October 31, 2023 97.87%
September 30, 2023 97.87%
August 31, 2023 97.87%
July 31, 2023 97.87%
June 30, 2023 97.87%
May 31, 2023 97.87%
April 30, 2023 97.87%
March 31, 2023 97.87%
February 28, 2023 97.87%
January 31, 2023 97.87%
December 31, 2022 97.87%
November 30, 2022 97.87%
October 31, 2022 97.87%
Date Value
September 30, 2022 97.87%
August 31, 2022 97.87%
July 31, 2022 97.87%
June 30, 2022 97.87%
May 31, 2022 97.87%
April 30, 2022 97.17%
March 31, 2022 96.06%
February 28, 2022 95.90%
January 31, 2022 95.78%
December 31, 2021 94.32%
November 30, 2021 93.33%
October 31, 2021 92.90%
September 30, 2021 92.90%
August 31, 2021 92.90%
July 31, 2021 92.78%
June 30, 2021 92.78%
May 31, 2021 92.78%
April 30, 2021 92.78%
March 31, 2021 92.78%
February 28, 2021 92.78%
January 31, 2021 92.78%
December 31, 2020 92.78%
November 30, 2020 92.78%
October 31, 2020 92.78%
September 30, 2020 92.78%

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

88.95%
Minimum
Nov 2019
97.94%
Maximum
May 2024
95.35%
Average
97.52%
Median

Max Drawdown (5Y) Benchmarks