Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2024 100.00%
July 31, 2024 100.00%
June 30, 2024 100.00%
May 31, 2024 100.00%
April 30, 2024 100.00%
March 31, 2024 99.77%
February 29, 2024 99.77%
January 31, 2024 99.77%
December 31, 2023 99.77%
November 30, 2023 99.77%
October 31, 2023 99.77%
September 30, 2023 99.77%
August 31, 2023 99.77%
July 31, 2023 99.77%
June 30, 2023 99.77%
May 31, 2023 99.77%
April 30, 2023 99.77%
March 31, 2023 99.77%
February 28, 2023 99.77%
January 31, 2023 99.77%
December 31, 2022 99.77%
November 30, 2022 99.77%
October 31, 2022 99.77%
September 30, 2022 99.77%
August 31, 2022 99.77%
Date Value
July 31, 2022 99.77%
June 30, 2022 99.77%
May 31, 2022 99.77%
April 30, 2022 99.77%
March 31, 2022 99.80%
February 28, 2022 99.80%
January 31, 2022 99.80%
December 31, 2021 99.82%
November 30, 2021 99.82%
October 31, 2021 99.82%
September 30, 2021 99.82%
August 31, 2021 99.88%
July 31, 2021 99.88%
June 30, 2021 99.88%
May 31, 2021 99.88%
April 30, 2021 99.88%
March 31, 2021 99.88%
February 28, 2021 99.88%
January 31, 2021 99.88%
December 31, 2020 99.88%
November 30, 2020 99.88%
October 31, 2020 99.88%
September 30, 2020 99.88%
August 31, 2020 99.88%
July 31, 2020 99.88%

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.

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Max Drawdown (5Y) Range, Past 5 Years

99.77%
Minimum
Apr 2022
100.00%
Maximum
Apr 2024
99.84%
Average
99.82%
Median
Sep 2021

Max Drawdown (5Y) Benchmarks