Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 100.00%
August 31, 2024 100.00%
July 31, 2024 100.00%
June 30, 2024 100.00%
May 31, 2024 100.00%
April 30, 2024 100.00%
March 31, 2024 100.00%
February 29, 2024 100.00%
January 31, 2024 100.00%
December 31, 2023 100.00%
November 30, 2023 100.00%
October 31, 2023 100.00%
September 30, 2023 100.00%
August 31, 2023 100.00%
July 31, 2023 99.95%
June 30, 2023 99.95%
May 31, 2023 99.95%
April 30, 2023 99.51%
March 31, 2023 99.51%
February 28, 2023 99.51%
January 31, 2023 99.51%
December 31, 2022 99.49%
November 30, 2022 99.32%
October 31, 2022 98.78%
September 30, 2022 98.73%
Date Value
August 31, 2022 98.73%
July 31, 2022 98.73%
June 30, 2022 98.34%
May 31, 2022 97.56%
April 30, 2022 97.07%
March 31, 2022 97.07%
February 28, 2022 97.07%
January 31, 2022 97.07%
December 31, 2021 96.44%
November 30, 2021 95.71%
October 31, 2021 95.71%
September 30, 2021 97.61%
August 31, 2021 97.68%
July 31, 2021 98.70%
June 30, 2021 99.29%
May 31, 2021 99.29%
April 30, 2021 99.29%
March 31, 2021 99.29%
February 28, 2021 99.29%
January 31, 2021 99.29%
December 31, 2020 99.29%
November 30, 2020 99.29%
October 31, 2020 99.29%
September 30, 2020 99.29%
August 31, 2020 99.29%

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

95.71%
Minimum
Oct 2021
100.00%
Maximum
Aug 2023
99.08%
Average
99.29%
Median
Mar 2020