Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2023 99.09%
September 30, 2023 99.09%
August 31, 2023 99.09%
July 31, 2023 99.09%
June 30, 2023 99.09%
May 31, 2023 99.09%
April 30, 2023 99.09%
March 31, 2023 99.09%
February 28, 2023 99.09%
January 31, 2023 99.09%
December 31, 2022 99.09%
November 30, 2022 99.09%
October 31, 2022 99.09%
September 30, 2022 99.09%
August 31, 2022 99.09%
July 31, 2022 99.09%
June 30, 2022 99.09%
May 31, 2022 99.09%
April 30, 2022 99.09%
March 31, 2022 99.09%
February 28, 2022 99.09%
January 31, 2022 99.09%
December 31, 2021 99.09%
November 30, 2021 99.05%
October 31, 2021 99.05%
Date Value
September 30, 2021 99.05%
August 31, 2021 99.05%
July 31, 2021 99.05%
June 30, 2021 99.00%
May 31, 2021 99.00%
April 30, 2021 98.86%
March 31, 2021 98.86%
February 28, 2021 98.81%
January 31, 2021 98.81%
December 31, 2020 98.81%
November 30, 2020 98.81%
October 31, 2020 98.57%
September 30, 2020 98.57%
August 31, 2020 98.57%
July 31, 2020 98.57%
June 30, 2020 98.57%
May 31, 2020 98.57%
April 30, 2020 98.57%
March 31, 2020 98.57%
February 29, 2020 98.57%
January 31, 2020 98.57%
December 31, 2019 98.57%
November 30, 2019 98.57%
October 31, 2019 98.52%
September 30, 2019 98.47%

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

98.09%
Minimum
May 2019
99.09%
Maximum
Dec 2021
98.84%
Average
99.05%
Median
Jul 2021