Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 97.85%
August 31, 2024 97.85%
July 31, 2024 97.85%
June 30, 2024 97.85%
May 31, 2024 97.85%
April 30, 2024 97.85%
March 31, 2024 97.85%
February 29, 2024 97.85%
January 31, 2024 97.85%
December 31, 2023 97.92%
November 30, 2023 98.00%
October 31, 2023 98.00%
September 30, 2023 98.00%
August 31, 2023 98.00%
July 31, 2023 98.00%
June 30, 2023 98.00%
May 31, 2023 98.00%
April 30, 2023 98.00%
March 31, 2023 98.00%
February 28, 2023 98.00%
January 31, 2023 98.00%
December 31, 2022 98.00%
November 30, 2022 98.00%
October 31, 2022 98.00%
September 30, 2022 98.00%
Date Value
August 31, 2022 98.00%
July 31, 2022 98.00%
June 30, 2022 98.00%
May 31, 2022 98.00%
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 98.00%
September 30, 2020 98.00%
August 31, 2020 98.00%

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

97.85%
Minimum
Jan 2024
98.00%
Maximum
Nov 2019
97.98%
Average
98.00%
Median
Nov 2019