Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 98.67%
September 30, 2024 98.67%
August 31, 2024 98.37%
July 31, 2024 97.43%
June 30, 2024 97.43%
May 31, 2024 97.43%
April 30, 2024 97.43%
March 31, 2024 97.43%
February 29, 2024 97.43%
January 31, 2024 97.43%
December 31, 2023 97.43%
November 30, 2023 96.94%
October 31, 2023 95.29%
September 30, 2023 93.79%
August 31, 2023 93.79%
July 31, 2023 93.09%
June 30, 2023 93.09%
May 31, 2023 93.09%
April 30, 2023 93.09%
March 31, 2023 93.09%
February 28, 2023 93.09%
January 31, 2023 93.09%
December 31, 2022 93.09%
November 30, 2022 93.09%
October 31, 2022 93.09%
Date Value
September 30, 2022 93.09%
August 31, 2022 93.09%
July 31, 2022 93.09%
June 30, 2022 93.09%
May 31, 2022 93.09%
April 30, 2022 93.09%
March 31, 2022 93.09%
February 28, 2022 93.09%
January 31, 2022 93.09%
December 31, 2021 93.09%
November 30, 2021 93.09%
October 31, 2021 93.09%
September 30, 2021 93.09%
August 31, 2021 93.09%
July 31, 2021 93.09%
June 30, 2021 93.09%
May 31, 2021 93.09%
April 30, 2021 93.09%
March 31, 2021 93.09%
February 28, 2021 93.09%
January 31, 2021 93.09%
December 31, 2020 93.09%
November 30, 2020 93.09%
October 31, 2020 93.09%
September 30, 2020 93.09%

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

93.09%
Minimum
Nov 2019
98.67%
Maximum
Sep 2024
94.07%
Average
93.09%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks