Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 100.00%
August 31, 2024 100.00%
July 31, 2024 100.00%
June 30, 2024 100.00%
May 31, 2024 100.00%
April 30, 2024 100.00%
March 31, 2024 100.00%
February 29, 2024 100.00%
January 31, 2024 100.00%
December 31, 2023 100.00%
November 30, 2023 100.00%
October 31, 2023 100.00%
September 30, 2023 100.00%
August 31, 2023 100.00%
July 31, 2023 100.00%
June 30, 2023 100.00%
May 31, 2023 100.00%
April 30, 2023 100.00%
March 31, 2023 100.00%
February 28, 2023 100.00%
January 31, 2023 100.00%
December 31, 2022 100.00%
November 30, 2022 100.00%
October 31, 2022 100.00%
September 30, 2022 100.00%
Date Value
August 31, 2022 100.00%
July 31, 2022 100.00%
June 30, 2022 99.90%
May 31, 2022 99.90%
April 30, 2022 98.48%
March 31, 2022 98.48%
February 28, 2022 98.48%
January 31, 2022 98.48%
December 31, 2021 98.48%
November 30, 2021 98.48%
October 31, 2021 98.48%
September 30, 2021 98.48%
August 31, 2021 98.38%
July 31, 2021 98.38%
June 30, 2021 98.58%
May 31, 2021 98.82%
April 30, 2021 98.82%
March 31, 2021 98.87%
February 28, 2021 98.87%
January 31, 2021 98.87%
December 31, 2020 99.52%
November 30, 2020 99.53%
October 31, 2020 99.53%
September 30, 2020 99.54%
August 31, 2020 99.58%

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

98.38%
Minimum
Jul 2021
100.00%
Maximum
Jul 2022
99.56%
Average
99.99%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks