Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 90.97%
August 31, 2024 90.97%
July 31, 2024 90.97%
June 30, 2024 90.14%
May 31, 2024 90.00%
April 30, 2024 90.00%
March 31, 2024 90.00%
February 29, 2024 89.86%
January 31, 2024 89.72%
December 31, 2023 89.72%
November 30, 2023 89.72%
October 31, 2023 86.94%
September 30, 2023 81.94%
August 31, 2023 81.94%
July 31, 2023 81.67%
June 30, 2023 81.67%
May 31, 2023 81.67%
April 30, 2023 81.67%
March 31, 2023 81.67%
February 28, 2023 81.67%
January 31, 2023 81.67%
December 31, 2022 81.67%
November 30, 2022 81.67%
October 31, 2022 81.67%
September 30, 2022 81.67%
Date Value
August 31, 2022 81.67%
July 31, 2022 81.67%
June 30, 2022 79.17%
May 31, 2022 86.27%
April 30, 2022 87.27%
March 31, 2022 87.27%
February 28, 2022 89.09%
January 31, 2022 89.09%
December 31, 2021 89.29%
November 30, 2021 89.29%
October 31, 2021 91.38%
September 30, 2021 93.10%
August 31, 2021 93.10%
July 31, 2021 93.10%
June 30, 2021 93.10%
May 31, 2021 93.10%
April 30, 2021 93.10%
March 31, 2021 93.10%
February 28, 2021 93.10%
January 31, 2021 93.10%
December 31, 2020 93.10%
November 30, 2020 96.15%
October 31, 2020 96.25%
September 30, 2020 96.43%
August 31, 2020 96.43%

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

79.17%
Minimum
Jun 2022
96.43%
Maximum
Nov 2019
89.44%
Average
90.00%
Median
Mar 2024

Max Drawdown (5Y) Benchmarks