Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 100.00%
August 31, 2024 99.99%
July 31, 2024 99.99%
June 30, 2024 99.90%
May 31, 2024 99.90%
April 30, 2024 99.90%
March 31, 2024 99.90%
February 29, 2024 99.90%
January 31, 2024 99.84%
December 31, 2023 99.83%
November 30, 2023 99.78%
October 31, 2023 99.68%
September 30, 2023 99.68%
August 31, 2023 99.68%
July 31, 2023 99.68%
June 30, 2023 99.68%
May 31, 2023 99.82%
April 30, 2023 99.82%
March 31, 2023 99.82%
February 28, 2023 99.82%
January 31, 2023 99.82%
December 31, 2022 99.82%
November 30, 2022 99.82%
October 31, 2022 99.82%
September 30, 2022 99.82%
Date Value
August 31, 2022 99.82%
July 31, 2022 99.82%
June 30, 2022 99.82%
May 31, 2022 99.82%
April 30, 2022 99.82%
March 31, 2022 99.82%
February 28, 2022 99.83%
January 31, 2022 99.83%
December 31, 2021 99.83%
November 30, 2021 99.83%
October 31, 2021 99.83%
September 30, 2021 99.83%
August 31, 2021 99.83%
July 31, 2021 99.83%
June 30, 2021 99.83%
May 31, 2021 99.83%
April 30, 2021 99.83%
March 31, 2021 99.83%
February 28, 2021 99.83%
January 31, 2021 99.83%
December 31, 2020 99.83%
November 30, 2020 99.83%
October 31, 2020 99.83%
September 30, 2020 99.83%
August 31, 2020 99.83%

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

99.68%
Minimum
Jun 2023
100.00%
Maximum
Sep 2024
99.83%
Average
99.83%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks