Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.99%
September 30, 2024 99.99%
August 31, 2024 99.99%
July 31, 2024 99.99%
June 30, 2024 99.99%
May 31, 2024 99.99%
April 30, 2024 99.99%
March 31, 2024 99.99%
February 29, 2024 99.99%
January 31, 2024 99.99%
December 31, 2023 99.99%
November 30, 2023 99.99%
October 31, 2023 99.99%
September 30, 2023 99.98%
August 31, 2023 99.98%
July 31, 2023 99.98%
June 30, 2023 99.98%
May 31, 2023 99.93%
April 30, 2023 99.93%
March 31, 2023 99.93%
February 28, 2023 99.93%
January 31, 2023 99.93%
December 31, 2022 99.93%
November 30, 2022 99.90%
October 31, 2022 99.88%
Date Value
September 30, 2022 99.61%
August 31, 2022 99.38%
July 31, 2022 99.31%
June 30, 2022 99.07%
May 31, 2022 98.64%
April 30, 2022 98.37%
March 31, 2022 97.93%
February 28, 2022 97.53%
January 31, 2022 96.95%
December 31, 2021 95.70%
November 30, 2021 94.31%
October 31, 2021 94.27%
September 30, 2021 94.27%
August 31, 2021 94.27%
July 31, 2021 94.27%
June 30, 2021 94.27%
May 31, 2021 94.27%
April 30, 2021 94.27%
March 31, 2021 94.27%
February 28, 2021 94.27%
January 31, 2021 94.27%
December 31, 2020 94.27%
November 30, 2020 94.27%
October 31, 2020 94.27%
September 30, 2020 94.27%

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

84.88%
Minimum
Nov 2019
99.99%
Maximum
Feb 2024
96.88%
Average
98.51%
Median

Max Drawdown (5Y) Benchmarks