Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2024 99.94%
July 31, 2024 99.93%
June 30, 2024 99.91%
May 31, 2024 99.91%
April 30, 2024 99.91%
March 31, 2024 99.87%
February 29, 2024 99.87%
January 31, 2024 99.87%
December 31, 2023 99.87%
November 30, 2023 99.79%
October 31, 2023 99.79%
September 30, 2023 99.79%
August 31, 2023 99.79%
July 31, 2023 99.73%
June 30, 2023 99.73%
May 31, 2023 99.73%
April 30, 2023 99.73%
March 31, 2023 99.73%
February 28, 2023 99.64%
January 31, 2023 99.37%
December 31, 2022 99.26%
November 30, 2022 98.74%
October 31, 2022 98.74%
September 30, 2022 98.66%
August 31, 2022 98.42%
Date Value
July 31, 2022 98.42%
June 30, 2022 98.42%
May 31, 2022 98.42%
April 30, 2022 98.42%
March 31, 2022 98.42%
February 28, 2022 98.42%
January 31, 2022 98.42%
December 31, 2021 98.42%
November 30, 2021 98.42%
October 31, 2021 98.42%
September 30, 2021 98.42%
August 31, 2021 98.42%
July 31, 2021 98.42%
June 30, 2021 98.42%
May 31, 2021 98.42%
April 30, 2021 98.42%
March 31, 2021 98.42%
February 28, 2021 98.42%
January 31, 2021 98.42%
December 31, 2020 98.42%
November 30, 2020 98.42%
October 31, 2020 98.42%
September 30, 2020 98.42%
August 31, 2020 98.42%
July 31, 2020 98.42%

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

77.50%
Minimum
Sep 2019
99.94%
Maximum
Aug 2024
98.19%
Average
98.42%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks