Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.70%
August 31, 2024 99.70%
July 31, 2024 99.70%
June 30, 2024 99.70%
May 31, 2024 99.70%
April 30, 2024 99.70%
March 31, 2024 99.70%
February 29, 2024 99.70%
January 31, 2024 99.70%
December 31, 2023 99.70%
November 30, 2023 99.70%
October 31, 2023 99.70%
September 30, 2023 98.98%
August 31, 2023 98.98%
July 31, 2023 98.98%
June 30, 2023 98.98%
May 31, 2023 98.98%
April 30, 2023 98.86%
March 31, 2023 98.86%
February 28, 2023 98.86%
January 31, 2023 98.92%
December 31, 2022 98.92%
November 30, 2022 98.92%
October 31, 2022 99.00%
September 30, 2022 99.08%
Date Value
August 31, 2022 99.08%
July 31, 2022 99.08%
June 30, 2022 99.08%
May 31, 2022 99.08%
April 30, 2022 99.08%
March 31, 2022 99.08%
February 28, 2022 99.08%
January 31, 2022 99.08%
December 31, 2021 99.08%
November 30, 2021 99.08%
October 31, 2021 99.08%
September 30, 2021 99.08%
August 31, 2021 99.08%
July 31, 2021 99.08%
June 30, 2021 99.08%
May 31, 2021 99.08%
April 30, 2021 99.08%
March 31, 2021 99.08%
February 28, 2021 99.08%
January 31, 2021 99.08%
December 31, 2020 99.08%
November 30, 2020 99.08%
October 31, 2020 99.08%
September 30, 2020 99.08%
August 31, 2020 99.08%

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

98.86%
Minimum
Feb 2023
99.70%
Maximum
Oct 2023
99.18%
Average
99.08%
Median
Nov 2019