Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 98.60%
September 30, 2024 98.60%
August 31, 2024 98.60%
July 31, 2024 98.60%
June 30, 2024 98.17%
May 31, 2024 97.95%
April 30, 2024 97.61%
March 31, 2024 97.61%
February 29, 2024 97.61%
January 31, 2024 97.61%
December 31, 2023 97.61%
November 30, 2023 97.43%
October 31, 2023 97.43%
September 30, 2023 97.43%
August 31, 2023 97.43%
July 31, 2023 97.43%
June 30, 2023 97.43%
May 31, 2023 90.69%
April 30, 2023 90.69%
March 31, 2023 90.69%
February 28, 2023 90.69%
January 31, 2023 90.69%
December 31, 2022 90.69%
November 30, 2022 90.04%
October 31, 2022 89.42%
Date Value
September 30, 2022 88.25%
August 31, 2022 84.55%
July 31, 2022 83.28%
June 30, 2022 83.28%
May 31, 2022 82.96%
April 30, 2022 82.96%
March 31, 2022 82.96%
February 28, 2022 82.96%
January 31, 2022 82.96%
December 31, 2021 82.96%
November 30, 2021 82.96%
October 31, 2021 82.96%
September 30, 2021 82.96%
August 31, 2021 82.96%
July 31, 2021 82.96%
June 30, 2021 82.96%
May 31, 2021 82.96%
April 30, 2021 82.96%
March 31, 2021 82.96%
February 28, 2021 82.96%
January 31, 2021 82.96%
December 31, 2020 82.96%
November 30, 2020 82.96%
October 31, 2020 82.96%
September 30, 2020 82.96%

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

73.97%
Minimum
Nov 2019
98.60%
Maximum
Jul 2024
87.70%
Average
82.96%
Median
Mar 2020