Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 97.80%
September 30, 2024 97.80%
August 31, 2024 97.43%
July 31, 2024 96.90%
June 30, 2024 96.86%
May 31, 2024 96.86%
April 30, 2024 96.84%
March 31, 2024 96.69%
February 29, 2024 96.69%
January 31, 2024 96.69%
December 31, 2023 95.33%
November 30, 2023 95.33%
October 31, 2023 92.21%
September 30, 2023 90.20%
August 31, 2023 90.20%
July 31, 2023 90.20%
June 30, 2023 90.20%
May 31, 2023 90.20%
April 30, 2023 90.20%
March 31, 2023 90.20%
February 28, 2023 90.20%
January 31, 2023 90.20%
December 31, 2022 90.20%
November 30, 2022 90.20%
October 31, 2022 90.20%
Date Value
September 30, 2022 90.20%
August 31, 2022 90.20%
July 31, 2022 90.20%
June 30, 2022 90.20%
May 31, 2022 90.20%
April 30, 2022 90.20%
March 31, 2022 90.20%
February 28, 2022 90.20%
January 31, 2022 90.20%
December 31, 2021 90.79%
November 30, 2021 91.76%
October 31, 2021 91.76%
September 30, 2021 91.76%
August 31, 2021 91.76%
July 31, 2021 91.76%
June 30, 2021 91.76%
May 31, 2021 91.76%
April 30, 2021 91.76%
March 31, 2021 91.76%
February 28, 2021 91.76%
January 31, 2021 91.76%
December 31, 2020 91.76%
November 30, 2020 91.76%
October 31, 2020 91.76%
September 30, 2020 91.76%

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

90.20%
Minimum
Jan 2022
97.80%
Maximum
Sep 2024
92.21%
Average
91.76%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks