Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.71%
September 30, 2024 99.71%
August 31, 2024 99.71%
July 31, 2024 99.71%
June 30, 2024 99.71%
May 31, 2024 99.71%
April 30, 2024 99.71%
March 31, 2024 99.67%
February 29, 2024 99.03%
January 31, 2024 98.85%
December 31, 2023 98.84%
November 30, 2023 98.33%
October 31, 2023 98.33%
September 30, 2023 98.26%
August 31, 2023 97.75%
July 31, 2023 97.75%
June 30, 2023 97.75%
May 31, 2023 97.04%
April 30, 2023 97.04%
March 31, 2023 97.04%
February 28, 2023 97.04%
January 31, 2023 97.04%
December 31, 2022 97.04%
November 30, 2022 97.04%
October 31, 2022 97.04%
Date Value
September 30, 2022 96.31%
August 31, 2022 95.91%
July 31, 2022 95.91%
June 30, 2022 95.91%
May 31, 2022 95.91%
April 30, 2022 95.91%
March 31, 2022 95.91%
February 28, 2022 95.91%
January 31, 2022 95.91%
December 31, 2021 95.91%
November 30, 2021 95.91%
October 31, 2021 95.91%
September 30, 2021 95.91%
August 31, 2021 95.91%
July 31, 2021 95.91%
June 30, 2021 95.91%
May 31, 2021 95.91%
April 30, 2021 95.91%
March 31, 2021 95.91%
February 28, 2021 95.91%
January 31, 2021 95.91%
December 31, 2020 95.91%
November 30, 2020 95.91%
October 31, 2020 95.91%
September 30, 2020 95.91%

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

92.44%
Minimum
Nov 2019
99.71%
Maximum
Apr 2024
96.72%
Average
95.91%
Median
Apr 2020