Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 98.84%
August 31, 2024 98.84%
July 31, 2024 98.84%
June 30, 2024 98.17%
May 31, 2024 97.58%
April 30, 2024 97.58%
March 31, 2024 97.58%
February 29, 2024 97.58%
January 31, 2024 97.58%
December 31, 2023 97.58%
November 30, 2023 97.58%
October 31, 2023 97.58%
September 30, 2023 97.58%
August 31, 2023 97.58%
July 31, 2023 97.58%
June 30, 2023 97.58%
May 31, 2023 97.58%
April 30, 2023 97.58%
March 31, 2023 97.58%
February 28, 2023 97.58%
January 31, 2023 97.58%
December 31, 2022 97.58%
November 30, 2022 97.58%
October 31, 2022 97.58%
September 30, 2022 97.58%
Date Value
August 31, 2022 97.58%
July 31, 2022 97.58%
June 30, 2022 97.58%
May 31, 2022 97.58%
April 30, 2022 97.58%
March 31, 2022 97.58%
February 28, 2022 97.58%
January 31, 2022 97.58%
December 31, 2021 97.58%
November 30, 2021 97.58%
October 31, 2021 97.58%
September 30, 2021 97.58%
August 31, 2021 97.58%
July 31, 2021 97.58%
June 30, 2021 97.58%
May 31, 2021 97.58%
April 30, 2021 97.58%
March 31, 2021 97.58%
February 28, 2021 97.58%
January 31, 2021 97.58%
December 31, 2020 97.58%
November 30, 2020 97.58%
October 31, 2020 97.58%
September 30, 2020 98.03%
August 31, 2020 98.16%

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

97.58%
Minimum
Oct 2020
99.72%
Maximum
Nov 2019
97.91%
Average
97.58%
Median
Oct 2020

Max Drawdown (5Y) Benchmarks