Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 97.78%
August 31, 2024 97.78%
July 31, 2024 97.78%
June 30, 2024 97.78%
May 31, 2024 97.78%
April 30, 2024 97.78%
March 31, 2024 97.78%
February 29, 2024 97.78%
January 31, 2024 97.78%
December 31, 2023 97.78%
November 30, 2023 97.78%
October 31, 2023 97.78%
September 30, 2023 96.25%
August 31, 2023 96.25%
July 31, 2023 96.25%
June 30, 2023 96.25%
May 31, 2023 96.25%
April 30, 2023 96.25%
March 31, 2023 96.25%
February 28, 2023 96.25%
January 31, 2023 96.25%
December 31, 2022 96.25%
November 30, 2022 96.25%
October 31, 2022 96.25%
September 30, 2022 96.25%
Date Value
August 31, 2022 96.25%
July 31, 2022 96.25%
June 30, 2022 96.25%
May 31, 2022 96.25%
April 30, 2022 96.25%
March 31, 2022 96.25%
February 28, 2022 96.25%
January 31, 2022 96.25%
December 31, 2021 96.25%
November 30, 2021 96.25%
October 31, 2021 96.25%
September 30, 2021 96.25%
August 31, 2021 96.25%
July 31, 2021 96.25%
June 30, 2021 96.25%
May 31, 2021 96.25%
April 30, 2021 96.25%
March 31, 2021 96.25%
February 28, 2021 96.25%
January 31, 2021 96.25%
December 31, 2020 96.25%
November 30, 2020 96.25%
October 31, 2020 96.25%
September 30, 2020 96.25%
August 31, 2020 96.25%

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

96.25%
Minimum
Nov 2019
97.78%
Maximum
Oct 2023
96.56%
Average
96.25%
Median
Nov 2019