Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 97.53%
September 30, 2024 97.53%
August 31, 2024 97.53%
July 31, 2024 97.53%
June 30, 2024 97.04%
May 31, 2024 96.12%
April 30, 2024 96.12%
March 31, 2024 96.12%
February 29, 2024 96.12%
January 31, 2024 96.12%
December 31, 2023 96.12%
November 30, 2023 96.12%
October 31, 2023 96.12%
September 30, 2023 96.12%
August 31, 2023 96.12%
July 31, 2023 96.12%
June 30, 2023 98.67%
May 31, 2023 98.67%
April 30, 2023 98.67%
March 31, 2023 98.67%
February 28, 2023 98.67%
January 31, 2023 98.67%
December 31, 2022 98.67%
November 30, 2022 98.67%
October 31, 2022 98.67%
Date Value
September 30, 2022 98.67%
August 31, 2022 98.67%
July 31, 2022 98.67%
June 30, 2022 98.67%
May 31, 2022 98.67%
April 30, 2022 98.67%
March 31, 2022 98.67%
February 28, 2022 98.67%
January 31, 2022 98.75%
December 31, 2021 98.75%
November 30, 2021 98.75%
October 31, 2021 98.75%
September 30, 2021 98.75%
August 31, 2021 98.75%
July 31, 2021 98.75%
June 30, 2021 99.00%
May 31, 2021 99.00%
April 30, 2021 99.25%
March 31, 2021 99.33%
February 28, 2021 99.50%
January 31, 2021 99.50%
December 31, 2020 99.58%
November 30, 2020 99.58%
October 31, 2020 99.58%
September 30, 2020 99.58%

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

96.12%
Minimum
Jul 2023
99.91%
Maximum
Nov 2019
98.40%
Average
98.67%
Median
Feb 2022