Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 96.11%
August 31, 2024 96.11%
July 31, 2024 96.11%
June 30, 2024 96.11%
May 31, 2024 96.11%
April 30, 2024 96.11%
March 31, 2024 96.11%
February 29, 2024 96.11%
January 31, 2024 96.11%
December 31, 2023 96.11%
November 30, 2023 94.44%
October 31, 2023 94.44%
September 30, 2023 94.44%
August 31, 2023 94.44%
July 31, 2023 94.44%
June 30, 2023 94.44%
May 31, 2023 94.44%
April 30, 2023 94.44%
March 31, 2023 94.44%
February 28, 2023 94.44%
January 31, 2023 94.44%
December 31, 2022 94.44%
November 30, 2022 94.44%
October 31, 2022 94.44%
September 30, 2022 94.44%
Date Value
August 31, 2022 94.44%
July 31, 2022 94.44%
June 30, 2022 94.44%
May 31, 2022 94.44%
April 30, 2022 94.44%
March 31, 2022 94.44%
February 28, 2022 94.44%
January 31, 2022 94.44%
December 31, 2021 94.44%
November 30, 2021 94.44%
October 31, 2021 94.44%
September 30, 2021 94.44%
August 31, 2021 94.44%
July 31, 2021 94.44%
June 30, 2021 92.50%
May 31, 2021 92.50%
April 30, 2021 92.50%
March 31, 2021 92.50%
February 28, 2021 92.50%
January 31, 2021 92.50%
December 31, 2020 92.50%
November 30, 2020 92.50%
October 31, 2020 92.50%
September 30, 2020 92.50%
August 31, 2020 92.50%

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

90.97%
Minimum
Jan 2020
96.11%
Maximum
Dec 2023
94.02%
Average
94.44%
Median
Jul 2021

Max Drawdown (5Y) Benchmarks