Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.13%
September 30, 2024 99.13%
August 31, 2024 99.13%
July 31, 2024 99.13%
June 30, 2024 99.13%
May 31, 2024 99.13%
April 30, 2024 99.13%
March 31, 2024 99.13%
February 29, 2024 99.13%
January 31, 2024 99.13%
December 31, 2023 99.07%
November 30, 2023 99.07%
October 31, 2023 98.50%
September 30, 2023 98.12%
August 31, 2023 97.63%
July 31, 2023 97.63%
June 30, 2023 97.63%
May 31, 2023 97.63%
April 30, 2023 97.63%
March 31, 2023 97.27%
February 28, 2023 96.34%
January 31, 2023 96.34%
December 31, 2022 96.34%
November 30, 2022 93.86%
October 31, 2022 91.88%
Date Value
September 30, 2022 91.30%
August 31, 2022 91.30%
July 31, 2022 91.30%
June 30, 2022 91.30%
May 31, 2022 90.28%
April 30, 2022 86.70%
March 31, 2022 85.89%
February 28, 2022 85.89%
January 31, 2022 85.89%
December 31, 2021 85.89%
November 30, 2021 85.89%
October 31, 2021 85.89%
September 30, 2021 85.89%
August 31, 2021 85.89%
July 31, 2021 85.89%
June 30, 2021 85.89%
May 31, 2021 85.89%
April 30, 2021 85.89%
March 31, 2021 85.89%
February 28, 2021 85.89%
January 31, 2021 86.73%
December 31, 2020 87.55%
November 30, 2020 87.55%
October 31, 2020 87.55%
September 30, 2020 87.55%

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

85.89%
Minimum
Feb 2021
99.13%
Maximum
Jan 2024
91.72%
Average
88.91%
Median

Max Drawdown (5Y) Benchmarks