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 100.00%
May 31, 2022 100.00%
April 30, 2022 100.00%
March 31, 2022 100.00%
February 28, 2022 100.00%
January 31, 2022 100.00%
December 31, 2021 99.83%
November 30, 2021 99.83%
October 31, 2021 99.83%
September 30, 2021 99.83%
August 31, 2021 99.83%
July 31, 2021 87.95%
June 30, 2021 87.95%
May 31, 2021 87.95%
April 30, 2021 87.95%
March 31, 2021 87.95%
February 28, 2021 87.95%
January 31, 2021 87.95%
December 31, 2020 87.95%
November 30, 2020 87.95%
October 31, 2020 87.95%
September 30, 2020 87.95%
August 31, 2020 87.95%

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

87.14%
Minimum
Feb 2020
100.00%
Maximum
Jan 2022
95.92%
Average
100.00%
Median
Jan 2022

Max Drawdown (5Y) Benchmarks