Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.75%
August 31, 2024 99.75%
July 31, 2024 99.75%
June 30, 2024 99.75%
May 31, 2024 99.75%
April 30, 2024 99.75%
March 31, 2024 99.75%
February 29, 2024 99.75%
January 31, 2024 99.75%
December 31, 2023 99.75%
November 30, 2023 99.75%
October 31, 2023 99.75%
September 30, 2023 99.75%
August 31, 2023 99.75%
July 31, 2023 99.75%
June 30, 2023 99.75%
May 31, 2023 99.75%
April 30, 2023 99.75%
March 31, 2023 99.75%
February 28, 2023 99.75%
January 31, 2023 99.75%
December 31, 2022 99.75%
November 30, 2022 99.75%
October 31, 2022 99.75%
September 30, 2022 99.75%
Date Value
August 31, 2022 99.75%
July 31, 2022 99.75%
June 30, 2022 99.75%
May 31, 2022 99.75%
April 30, 2022 99.75%
March 31, 2022 99.75%
February 28, 2022 99.75%
January 31, 2022 99.75%
December 31, 2021 99.75%
November 30, 2021 99.75%
October 31, 2021 99.75%
September 30, 2021 99.75%
August 31, 2021 99.75%
July 31, 2021 99.75%
June 30, 2021 99.50%
May 31, 2021 98.75%
April 30, 2021 98.75%
March 31, 2021 98.75%
February 28, 2021 98.75%
January 31, 2021 98.75%
December 31, 2020 98.75%
November 30, 2020 98.75%
October 31, 2020 98.75%
September 30, 2020 98.75%
August 31, 2020 98.75%

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

98.75%
Minimum
Nov 2019
99.75%
Maximum
Jul 2021
99.42%
Average
99.75%
Median
Jul 2021

Max Drawdown (5Y) Benchmarks