Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.64%
August 31, 2024 99.64%
July 31, 2024 99.64%
June 30, 2024 99.61%
May 31, 2024 99.61%
April 30, 2024 99.43%
March 31, 2024 99.29%
February 29, 2024 99.25%
January 31, 2024 99.18%
December 31, 2023 99.18%
November 30, 2023 99.18%
October 31, 2023 99.18%
September 30, 2023 99.18%
August 31, 2023 99.18%
July 31, 2023 99.18%
June 30, 2023 99.18%
May 31, 2023 98.75%
April 30, 2023 95.72%
March 31, 2023 95.29%
February 28, 2023 95.01%
January 31, 2023 95.01%
December 31, 2022 95.01%
November 30, 2022 95.01%
October 31, 2022 93.72%
September 30, 2022 91.65%
Date Value
August 31, 2022 91.30%
July 31, 2022 91.30%
June 30, 2022 90.77%
May 31, 2022 90.77%
April 30, 2022 90.77%
March 31, 2022 90.77%
February 28, 2022 90.77%
January 31, 2022 90.77%
December 31, 2021 90.77%
November 30, 2021 90.77%
October 31, 2021 90.77%
September 30, 2021 90.77%
August 31, 2021 90.77%
July 31, 2021 90.77%
June 30, 2021 90.77%
May 31, 2021 90.77%
April 30, 2021 90.77%
March 31, 2021 90.77%
February 28, 2021 90.77%
January 31, 2021 90.77%
December 31, 2020 90.77%
November 30, 2020 90.77%
October 31, 2020 90.77%
September 30, 2020 90.77%
August 31, 2020 90.77%

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

90.77%
Minimum
Aug 2020
99.64%
Maximum
Jul 2024
94.08%
Average
92.31%
Median
Jan 2020

Max Drawdown (5Y) Benchmarks