Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.89%
September 30, 2024 99.89%
August 31, 2024 99.89%
July 31, 2024 99.89%
June 30, 2024 99.89%
May 31, 2024 99.89%
April 30, 2024 99.88%
March 31, 2024 99.76%
February 29, 2024 99.76%
January 31, 2024 99.76%
December 31, 2023 99.76%
November 30, 2023 99.76%
October 31, 2023 99.76%
September 30, 2023 99.71%
August 31, 2023 99.68%
July 31, 2023 99.66%
June 30, 2023 99.40%
May 31, 2023 99.03%
April 30, 2023 99.03%
March 31, 2023 99.03%
February 28, 2023 99.03%
January 31, 2023 99.03%
December 31, 2022 99.03%
November 30, 2022 98.65%
October 31, 2022 98.63%
Date Value
September 30, 2022 98.36%
August 31, 2022 97.06%
July 31, 2022 96.97%
June 30, 2022 96.97%
May 31, 2022 96.84%
April 30, 2022 96.82%
March 31, 2022 96.82%
February 28, 2022 96.48%
January 31, 2022 96.48%
December 31, 2021 96.48%
November 30, 2021 96.48%
October 31, 2021 96.48%
September 30, 2021 96.48%
August 31, 2021 96.48%
July 31, 2021 96.48%
June 30, 2021 96.48%
May 31, 2021 96.48%
April 30, 2021 96.48%
March 31, 2021 96.48%
February 28, 2021 96.48%
January 31, 2021 96.48%
December 31, 2020 96.48%
November 30, 2020 96.48%
October 31, 2020 96.48%
September 30, 2020 96.48%

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

96.48%
Minimum
Nov 2019
99.89%
Maximum
May 2024
97.82%
Average
96.83%
Median