Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 82.20%
September 30, 2024 82.20%
August 31, 2024 82.20%
July 31, 2024 82.20%
June 30, 2024 82.20%
May 31, 2024 82.20%
April 30, 2024 82.20%
March 31, 2024 82.20%
February 29, 2024 82.20%
January 31, 2024 82.20%
December 31, 2023 82.20%
November 30, 2023 82.20%
October 31, 2023 82.20%
September 30, 2023 82.20%
August 31, 2023 82.20%
July 31, 2023 82.20%
June 30, 2023 82.20%
May 31, 2023 82.20%
April 30, 2023 82.20%
March 31, 2023 82.20%
February 28, 2023 82.20%
January 31, 2023 82.20%
December 31, 2022 82.20%
November 30, 2022 88.70%
October 31, 2022 90.40%
Date Value
September 30, 2022 90.40%
August 31, 2022 95.82%
July 31, 2022 96.22%
June 30, 2022 96.30%
May 31, 2022 96.80%
April 30, 2022 96.80%
March 31, 2022 96.80%
February 28, 2022 96.80%
January 31, 2022 96.80%
December 31, 2021 96.80%
November 30, 2021 96.80%
October 31, 2021 96.80%
September 30, 2021 96.87%
August 31, 2021 97.60%
July 31, 2021 98.32%
June 30, 2021 98.32%
May 31, 2021 98.32%
April 30, 2021 98.32%
March 31, 2021 98.32%
February 28, 2021 98.32%
January 31, 2021 98.40%
December 31, 2020 98.40%
November 30, 2020 98.40%
October 31, 2020 98.40%
September 30, 2020 98.40%

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

82.20%
Minimum
Dec 2022
98.40%
Maximum
Nov 2019
91.39%
Average
96.80%
Median
Oct 2021