Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 96.70%
September 30, 2024 96.70%
August 31, 2024 96.70%
July 31, 2024 96.70%
June 30, 2024 96.70%
May 31, 2024 96.70%
April 30, 2024 96.70%
March 31, 2024 96.70%
February 29, 2024 96.70%
January 31, 2024 96.49%
December 31, 2023 96.03%
November 30, 2023 96.01%
October 31, 2023 96.01%
September 30, 2023 94.70%
August 31, 2023 94.70%
July 31, 2023 94.70%
June 30, 2023 94.70%
May 31, 2023 94.70%
April 30, 2023 94.70%
March 31, 2023 94.70%
February 28, 2023 94.70%
January 31, 2023 94.70%
December 31, 2022 94.70%
November 30, 2022 94.70%
October 31, 2022 94.70%
Date Value
September 30, 2022 91.71%
August 31, 2022 88.27%
July 31, 2022 87.13%
June 30, 2022 85.98%
May 31, 2022 85.98%
April 30, 2022 84.43%
March 31, 2022 84.43%
February 28, 2022 75.48%
January 31, 2022 75.02%
December 31, 2021 69.98%
November 30, 2021 60.00%
October 31, 2021 59.08%
September 30, 2021 59.08%
August 31, 2021 59.08%
July 31, 2021 59.08%
June 30, 2021 59.08%
May 31, 2021 59.08%
April 30, 2021 59.08%
March 31, 2021 59.08%
February 28, 2021 59.08%
January 31, 2021 59.08%
December 31, 2020 59.08%
November 30, 2020 59.08%
October 31, 2020 59.08%
September 30, 2020 59.08%

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

59.08%
Minimum
Nov 2019
96.70%
Maximum
Feb 2024
78.29%
Average
85.21%
Median