Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.99%
September 30, 2024 99.99%
August 31, 2024 99.99%
July 31, 2024 99.98%
June 30, 2024 99.98%
May 31, 2024 99.98%
April 30, 2024 99.98%
March 31, 2024 99.97%
February 29, 2024 99.96%
January 31, 2024 99.96%
December 31, 2023 99.96%
November 30, 2023 99.93%
October 31, 2023 99.87%
September 30, 2023 99.82%
August 31, 2023 99.82%
July 31, 2023 99.78%
June 30, 2023 99.78%
May 31, 2023 99.78%
April 30, 2023 99.78%
March 31, 2023 99.78%
February 28, 2023 99.74%
January 31, 2023 99.74%
December 31, 2022 99.81%
November 30, 2022 99.81%
October 31, 2022 99.88%
Date Value
September 30, 2022 99.89%
August 31, 2022 99.89%
July 31, 2022 99.89%
June 30, 2022 99.89%
May 31, 2022 99.89%
April 30, 2022 99.89%
March 31, 2022 99.89%
February 28, 2022 99.89%
January 31, 2022 99.89%
December 31, 2021 99.89%
November 30, 2021 99.89%
October 31, 2021 99.89%
September 30, 2021 99.89%
August 31, 2021 99.89%
July 31, 2021 99.89%
June 30, 2021 99.89%
May 31, 2021 99.89%
April 30, 2021 99.89%
March 31, 2021 99.89%
February 28, 2021 99.89%
January 31, 2021 99.89%
December 31, 2020 99.89%
November 30, 2020 99.89%
October 31, 2020 99.89%
September 30, 2020 99.89%

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

99.74%
Minimum
Jan 2023
99.99%
Maximum
Oct 2024
99.88%
Average
99.89%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks