Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 93.16%
August 31, 2024 93.16%
July 31, 2024 93.16%
June 30, 2024 93.16%
May 31, 2024 93.16%
April 30, 2024 95.04%
March 31, 2024 95.90%
February 29, 2024 96.89%
January 31, 2024 97.08%
December 31, 2023 97.08%
November 30, 2023 97.20%
October 31, 2023 97.67%
September 30, 2023 97.69%
August 31, 2023 97.69%
July 31, 2023 97.69%
June 30, 2023 97.69%
May 31, 2023 97.69%
April 30, 2023 97.69%
March 31, 2023 97.69%
February 28, 2023 97.69%
January 31, 2023 97.69%
December 31, 2022 97.69%
November 30, 2022 97.69%
October 31, 2022 97.69%
September 30, 2022 97.69%
Date Value
August 31, 2022 97.69%
July 31, 2022 97.69%
June 30, 2022 97.73%
May 31, 2022 98.24%
April 30, 2022 98.27%
March 31, 2022 98.27%
February 28, 2022 98.27%
January 31, 2022 98.40%
December 31, 2021 98.40%
November 30, 2021 98.40%
October 31, 2021 98.40%
September 30, 2021 98.60%
August 31, 2021 98.60%
July 31, 2021 98.60%
June 30, 2021 98.60%
May 31, 2021 98.60%
April 30, 2021 98.60%
March 31, 2021 98.60%
February 28, 2021 98.85%
January 31, 2021 98.85%
December 31, 2020 99.04%
November 30, 2020 99.30%
October 31, 2020 99.44%
September 30, 2020 99.44%
August 31, 2020 99.44%

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

93.16%
Minimum
May 2024
99.44%
Maximum
Nov 2019
97.83%
Average
98.27%
Median
Feb 2022