Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 100.0%
August 31, 2024 100.0%
July 31, 2024 100.0%
June 30, 2024 100.0%
May 31, 2024 100.0%
April 30, 2024 100.0%
March 31, 2024 100.0%
February 29, 2024 100.0%
January 31, 2024 100.0%
December 31, 2023 100.0%
November 30, 2023 99.99%
October 31, 2023 99.99%
September 30, 2023 99.99%
August 31, 2023 99.99%
July 31, 2023 99.99%
June 30, 2023 99.99%
May 31, 2023 99.99%
April 30, 2023 99.99%
March 31, 2023 99.99%
February 28, 2023 99.99%
January 31, 2023 99.99%
December 31, 2022 99.64%
November 30, 2022 99.64%
October 31, 2022 99.62%
September 30, 2022 99.58%
Date Value
August 31, 2022 99.58%
July 31, 2022 99.58%
June 30, 2022 99.58%
May 31, 2022 99.58%
April 30, 2022 99.58%
March 31, 2022 99.58%
February 28, 2022 99.58%
January 31, 2022 99.58%
December 31, 2021 99.58%
November 30, 2021 99.58%
October 31, 2021 99.58%
September 30, 2021 99.58%
August 31, 2021 99.58%
July 31, 2021 99.58%
June 30, 2021 99.58%
May 31, 2021 99.58%
April 30, 2021 99.58%
March 31, 2021 99.58%
February 28, 2021 99.58%
January 31, 2021 99.58%
December 31, 2020 99.58%
November 30, 2020 99.58%
October 31, 2020 99.58%
September 30, 2020 99.10%
August 31, 2020 95.20%

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

73.50%
Minimum
Nov 2019
100.0%
Maximum
Dec 2023
96.47%
Average
99.58%
Median
Oct 2020