Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.23%
August 31, 2024 99.23%
July 31, 2024 99.23%
June 30, 2024 99.23%
May 31, 2024 99.23%
April 30, 2024 99.23%
March 31, 2024 99.23%
February 29, 2024 99.23%
January 31, 2024 98.46%
December 31, 2023 98.46%
November 30, 2023 98.46%
October 31, 2023 98.46%
September 30, 2023 96.00%
August 31, 2023 96.00%
July 31, 2023 96.00%
June 30, 2023 96.00%
May 31, 2023 96.00%
April 30, 2023 96.00%
March 31, 2023 96.00%
February 28, 2023 96.00%
January 31, 2023 96.00%
December 31, 2022 96.00%
November 30, 2022 96.00%
October 31, 2022 97.00%
September 30, 2022 97.00%
Date Value
August 31, 2022 97.80%
July 31, 2022 97.80%
June 30, 2022 97.80%
May 31, 2022 97.80%
April 30, 2022 98.00%
March 31, 2022 98.00%
February 28, 2022 98.00%
January 31, 2022 98.00%
December 31, 2021 98.00%
November 30, 2021 98.00%
October 31, 2021 98.00%
September 30, 2021 98.00%
August 31, 2021 98.00%
July 31, 2021 98.00%
June 30, 2021 98.00%
May 31, 2021 98.00%
April 30, 2021 98.00%
March 31, 2021 98.00%
February 28, 2021 98.00%
January 31, 2021 98.00%
December 31, 2020 98.00%
November 30, 2020 98.00%
October 31, 2020 99.00%
September 30, 2020 99.00%
August 31, 2020 99.00%

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

96.00%
Minimum
Nov 2022
99.80%
Maximum
Nov 2019
98.02%
Average
98.00%
Median
Nov 2020