Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 96.65%
September 30, 2024 96.65%
August 31, 2024 96.65%
July 31, 2024 96.65%
June 30, 2024 96.65%
May 31, 2024 96.65%
April 30, 2024 96.65%
March 31, 2024 96.65%
February 29, 2024 96.65%
January 31, 2024 96.65%
December 31, 2023 96.65%
November 30, 2023 96.65%
October 31, 2023 96.65%
September 30, 2023 96.65%
August 31, 2023 96.65%
July 31, 2023 96.65%
June 30, 2023 96.65%
May 31, 2023 96.65%
April 30, 2023 96.65%
March 31, 2023 96.65%
February 28, 2023 96.65%
January 31, 2023 96.65%
December 31, 2022 96.65%
November 30, 2022 96.65%
October 31, 2022 96.65%
Date Value
September 30, 2022 96.65%
August 31, 2022 95.20%
July 31, 2022 95.15%
June 30, 2022 94.10%
May 31, 2022 93.40%
April 30, 2022 92.90%
March 31, 2022 92.90%
February 28, 2022 92.90%
January 31, 2022 92.90%
December 31, 2021 92.70%
November 30, 2021 91.42%
October 31, 2021 91.42%
September 30, 2021 91.42%
August 31, 2021 91.42%
July 31, 2021 91.42%
June 30, 2021 91.42%
May 31, 2021 91.42%
April 30, 2021 91.42%
March 31, 2021 91.42%
February 28, 2021 91.42%
January 31, 2021 91.42%
December 31, 2020 91.42%
November 30, 2020 91.42%
October 31, 2020 91.42%
September 30, 2020 91.42%

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

91.42%
Minimum
Nov 2019
96.65%
Maximum
Sep 2022
94.01%
Average
93.15%
Median

Max Drawdown (5Y) Benchmarks