Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.88%
September 30, 2024 99.88%
August 31, 2024 99.88%
July 31, 2024 99.88%
June 30, 2024 99.88%
May 31, 2024 99.88%
April 30, 2024 99.88%
March 31, 2024 99.88%
February 29, 2024 99.88%
January 31, 2024 99.88%
December 31, 2023 99.88%
November 30, 2023 99.88%
October 31, 2023 99.88%
September 30, 2023 99.88%
August 31, 2023 99.88%
July 31, 2023 99.88%
June 30, 2023 99.88%
May 31, 2023 99.88%
April 30, 2023 99.88%
March 31, 2023 99.88%
February 28, 2023 99.88%
January 31, 2023 99.88%
December 31, 2022 99.88%
November 30, 2022 99.85%
October 31, 2022 99.85%
Date Value
September 30, 2022 99.85%
August 31, 2022 99.85%
July 31, 2022 99.85%
June 30, 2022 99.85%
May 31, 2022 99.85%
April 30, 2022 99.77%
March 31, 2022 99.76%
February 28, 2022 99.72%
January 31, 2022 99.72%
December 31, 2021 99.72%
November 30, 2021 99.66%
October 31, 2021 99.66%
September 30, 2021 99.66%
August 31, 2021 99.66%
July 31, 2021 99.66%
June 30, 2021 99.66%
May 31, 2021 99.66%
April 30, 2021 99.66%
March 31, 2021 99.66%
February 28, 2021 99.66%
January 31, 2021 99.66%
December 31, 2020 99.68%
November 30, 2020 99.68%
October 31, 2020 99.68%
September 30, 2020 99.84%

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

99.66%
Minimum
Jan 2021
99.88%
Maximum
Dec 2022
99.81%
Average
99.85%
Median

Max Drawdown (5Y) Benchmarks