Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 98.66%
September 30, 2024 98.66%
August 31, 2024 98.66%
July 31, 2024 98.66%
June 30, 2024 98.66%
May 31, 2024 98.66%
April 30, 2024 98.66%
March 31, 2024 98.66%
February 29, 2024 98.66%
January 31, 2024 98.66%
December 31, 2023 98.66%
November 30, 2023 98.66%
October 31, 2023 98.66%
September 30, 2023 98.66%
August 31, 2023 98.66%
July 31, 2023 98.66%
June 30, 2023 98.66%
May 31, 2023 98.66%
April 30, 2023 98.66%
March 31, 2023 98.66%
February 28, 2023 98.66%
January 31, 2023 98.66%
December 31, 2022 98.66%
November 30, 2022 98.66%
October 31, 2022 98.66%
Date Value
September 30, 2022 98.66%
August 31, 2022 98.66%
July 31, 2022 98.66%
June 30, 2022 98.66%
May 31, 2022 98.66%
April 30, 2022 98.66%
March 31, 2022 98.66%
February 28, 2022 98.66%
January 31, 2022 98.66%
December 31, 2021 99.24%
November 30, 2021 99.24%
October 31, 2021 99.24%
September 30, 2021 99.32%
August 31, 2021 99.34%
July 31, 2021 99.34%
June 30, 2021 99.38%
May 31, 2021 99.38%
April 30, 2021 99.47%
March 31, 2021 99.69%
February 28, 2021 99.74%
January 31, 2021 99.84%
December 31, 2020 99.84%
November 30, 2020 99.84%
October 31, 2020 99.84%
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.

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Max Drawdown (5Y) Range, Past 5 Years

98.66%
Minimum
Jan 2022
99.85%
Maximum
Nov 2019
99.09%
Average
98.66%
Median
Jan 2022

Max Drawdown (5Y) Benchmarks