Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 93.69%
August 31, 2024 93.69%
July 31, 2024 93.69%
June 30, 2024 93.69%
May 31, 2024 93.69%
April 30, 2024 93.69%
March 31, 2024 93.69%
February 29, 2024 91.30%
January 31, 2024 91.30%
December 31, 2023 91.30%
November 30, 2023 89.86%
October 31, 2023 91.93%
September 30, 2023 92.21%
August 31, 2023 93.21%
July 31, 2023 93.21%
June 30, 2023 93.21%
May 31, 2023 93.21%
April 30, 2023 93.21%
March 31, 2023 93.21%
February 28, 2023 93.21%
January 31, 2023 93.21%
December 31, 2022 93.21%
November 30, 2022 93.21%
October 31, 2022 93.21%
September 30, 2022 93.35%
Date Value
August 31, 2022 94.98%
July 31, 2022 94.98%
June 30, 2022 94.98%
May 31, 2022 94.98%
April 30, 2022 94.98%
March 31, 2022 94.98%
February 28, 2022 94.98%
January 31, 2022 94.98%
December 31, 2021 94.98%
November 30, 2021 94.98%
October 31, 2021 94.98%
September 30, 2021 94.98%
August 31, 2021 94.98%
July 31, 2021 94.98%
June 30, 2021 94.98%
May 31, 2021 94.98%
April 30, 2021 94.98%
March 31, 2021 94.98%
February 28, 2021 94.98%
January 31, 2021 94.98%
December 31, 2020 94.98%
November 30, 2020 94.98%
October 31, 2020 94.98%
September 30, 2020 94.98%
August 31, 2020 94.98%

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

89.86%
Minimum
Nov 2023
94.98%
Maximum
Nov 2019
94.09%
Average
94.98%
Median
Nov 2019