Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 97.22%
September 30, 2024 97.22%
August 31, 2024 97.22%
July 31, 2024 97.22%
June 30, 2024 97.22%
May 31, 2024 97.22%
April 30, 2024 97.22%
March 31, 2024 97.22%
February 29, 2024 97.22%
January 31, 2024 97.22%
December 31, 2023 97.22%
November 30, 2023 97.22%
October 31, 2023 97.22%
September 30, 2023 97.22%
August 31, 2023 97.22%
July 31, 2023 97.22%
June 30, 2023 97.22%
May 31, 2023 97.22%
April 30, 2023 97.22%
March 31, 2023 97.22%
February 28, 2023 97.22%
January 31, 2023 97.22%
December 31, 2022 97.22%
November 30, 2022 97.22%
October 31, 2022 97.22%
Date Value
September 30, 2022 97.22%
August 31, 2022 97.22%
July 31, 2022 96.66%
June 30, 2022 96.66%
May 31, 2022 96.66%
April 30, 2022 94.35%
March 31, 2022 90.49%
February 28, 2022 88.52%
January 31, 2022 86.09%
December 31, 2021 86.09%
November 30, 2021 86.09%
October 31, 2021 86.09%
September 30, 2021 86.09%
August 31, 2021 86.09%
July 31, 2021 86.09%
June 30, 2021 86.09%
May 31, 2021 86.09%
April 30, 2021 86.09%
March 31, 2021 86.09%
February 28, 2021 86.09%
January 31, 2021 86.09%
December 31, 2020 86.09%
November 30, 2020 86.09%
October 31, 2020 86.09%
September 30, 2020 86.09%

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

75.85%
Minimum
Nov 2019
97.22%
Maximum
Aug 2022
91.31%
Average
95.50%
Median