Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.10%
August 31, 2024 99.10%
July 31, 2024 99.10%
June 30, 2024 99.10%
May 31, 2024 99.06%
April 30, 2024 99.03%
March 31, 2024 98.94%
February 29, 2024 98.06%
January 31, 2024 97.90%
December 31, 2023 97.90%
November 30, 2023 97.90%
October 31, 2023 97.90%
September 30, 2023 97.90%
August 31, 2023 97.90%
July 31, 2023 97.90%
June 30, 2023 97.90%
May 31, 2023 97.69%
April 30, 2023 97.48%
March 31, 2023 97.34%
February 28, 2023 96.71%
January 31, 2023 95.97%
December 31, 2022 95.97%
November 30, 2022 95.26%
October 31, 2022 95.26%
September 30, 2022 95.26%
Date Value
August 31, 2022 95.05%
July 31, 2022 94.52%
June 30, 2022 94.52%
May 31, 2022 94.52%
April 30, 2022 94.52%
March 31, 2022 94.52%
February 28, 2022 94.52%
January 31, 2022 94.52%
December 31, 2021 94.52%
November 30, 2021 94.52%
October 31, 2021 94.52%
September 30, 2021 94.52%
August 31, 2021 94.52%
July 31, 2021 94.52%
June 30, 2021 94.52%
May 31, 2021 94.52%
April 30, 2021 94.52%
March 31, 2021 94.52%
February 28, 2021 94.52%
January 31, 2021 94.52%
December 31, 2020 94.52%
November 30, 2020 94.52%
October 31, 2020 91.28%
September 30, 2020 91.22%
August 31, 2020 89.94%

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

54.00%
Minimum
Oct 2019
99.10%
Maximum
Jun 2024
90.19%
Average
94.52%
Median
Nov 2020

Max Drawdown (5Y) Benchmarks