Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.96%
August 31, 2024 99.94%
July 31, 2024 99.94%
June 30, 2024 99.88%
May 31, 2024 99.88%
April 30, 2024 99.88%
March 31, 2024 99.88%
February 29, 2024 99.88%
January 31, 2024 99.88%
December 31, 2023 99.88%
November 30, 2023 99.83%
October 31, 2023 99.83%
September 30, 2023 99.83%
August 31, 2023 99.83%
July 31, 2023 99.77%
June 30, 2023 99.77%
May 31, 2023 99.77%
April 30, 2023 99.73%
March 31, 2023 99.73%
February 28, 2023 99.67%
January 31, 2023 99.43%
December 31, 2022 99.27%
November 30, 2022 98.70%
October 31, 2022 98.70%
September 30, 2022 98.67%
Date Value
August 31, 2022 98.37%
July 31, 2022 98.33%
June 30, 2022 98.33%
May 31, 2022 98.33%
April 30, 2022 98.33%
March 31, 2022 98.33%
February 28, 2022 98.33%
January 31, 2022 98.33%
December 31, 2021 98.33%
November 30, 2021 98.33%
October 31, 2021 98.33%
September 30, 2021 98.33%
August 31, 2021 98.33%
July 31, 2021 98.33%
June 30, 2021 98.33%
May 31, 2021 98.33%
April 30, 2021 98.33%
March 31, 2021 98.33%
February 28, 2021 98.33%
January 31, 2021 98.33%
December 31, 2020 98.33%
November 30, 2020 98.33%
October 31, 2020 98.33%
September 30, 2020 98.33%
August 31, 2020 98.33%

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

94.00%
Minimum
Nov 2019
99.96%
Maximum
Sep 2024
98.76%
Average
98.33%
Median
Mar 2020