Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 96.88%
September 30, 2024 96.88%
August 31, 2024 96.88%
July 31, 2024 96.88%
June 30, 2024 96.88%
May 31, 2024 96.88%
April 30, 2024 96.88%
March 31, 2024 96.88%
February 29, 2024 96.88%
January 31, 2024 96.88%
December 31, 2023 96.88%
November 30, 2023 96.88%
October 31, 2023 96.88%
September 30, 2023 96.88%
August 31, 2023 96.88%
July 31, 2023 96.88%
June 30, 2023 96.88%
May 31, 2023 96.88%
April 30, 2023 96.88%
March 31, 2023 96.88%
February 28, 2023 96.88%
January 31, 2023 96.88%
December 31, 2022 96.88%
November 30, 2022 96.88%
October 31, 2022 96.88%
Date Value
September 30, 2022 96.88%
August 31, 2022 96.88%
July 31, 2022 96.88%
June 30, 2022 96.88%
May 31, 2022 96.88%
April 30, 2022 96.48%
March 31, 2022 96.48%
February 28, 2022 96.48%
January 31, 2022 96.48%
December 31, 2021 96.48%
November 30, 2021 96.48%
October 31, 2021 96.48%
September 30, 2021 96.48%
August 31, 2021 96.48%
July 31, 2021 96.48%
June 30, 2021 96.48%
May 31, 2021 96.48%
April 30, 2021 96.48%
March 31, 2021 96.48%
February 28, 2021 96.48%
January 31, 2021 96.48%
December 31, 2020 96.48%
November 30, 2020 96.48%
October 31, 2020 96.48%
September 30, 2020 96.48%

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

95.88%
Minimum
Nov 2019
96.88%
Maximum
May 2022
96.65%
Average
96.68%
Median

Max Drawdown (5Y) Benchmarks