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 99.98%
January 31, 2024 99.98%
December 31, 2023 99.98%
November 30, 2023 99.98%
October 31, 2023 99.90%
September 30, 2023 99.90%
August 31, 2023 99.90%
July 31, 2023 99.90%
June 30, 2023 99.90%
May 31, 2023 99.83%
April 30, 2023 99.83%
March 31, 2023 99.83%
February 28, 2023 99.79%
January 31, 2023 99.79%
December 31, 2022 99.79%
November 30, 2022 99.79%
October 31, 2022 99.73%
September 30, 2022 99.57%
Date Value
August 31, 2022 99.50%
July 31, 2022 99.02%
June 30, 2022 99.02%
May 31, 2022 98.88%
April 30, 2022 98.29%
March 31, 2022 98.22%
February 28, 2022 98.22%
January 31, 2022 98.22%
December 31, 2021 98.22%
November 30, 2021 97.87%
October 31, 2021 97.87%
September 30, 2021 97.29%
August 31, 2021 97.26%
July 31, 2021 96.67%
June 30, 2021 96.67%
May 31, 2021 96.67%
April 30, 2021 96.67%
March 31, 2021 96.67%
February 28, 2021 96.67%
January 31, 2021 96.67%
December 31, 2020 96.67%
November 30, 2020 96.48%
October 31, 2020 96.48%
September 30, 2020 96.48%
August 31, 2020 94.71%

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

83.40%
Minimum
Nov 2019
100.00%
Maximum
Mar 2024
97.36%
Average
98.29%
Median
Apr 2022