Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.49%
August 31, 2024 99.49%
July 31, 2024 99.49%
June 30, 2024 99.49%
May 31, 2024 99.49%
April 30, 2024 99.49%
March 31, 2024 99.66%
February 29, 2024 99.66%
January 31, 2024 99.66%
December 31, 2023 99.66%
November 30, 2023 99.66%
October 31, 2023 99.66%
September 30, 2023 99.73%
August 31, 2023 99.73%
July 31, 2023 99.73%
June 30, 2023 99.73%
May 31, 2023 99.73%
April 30, 2023 99.81%
March 31, 2023 99.96%
February 28, 2023 99.97%
January 31, 2023 99.97%
December 31, 2022 99.97%
November 30, 2022 99.97%
October 31, 2022 99.97%
September 30, 2022 99.97%
Date Value
August 31, 2022 99.97%
July 31, 2022 99.97%
June 30, 2022 99.97%
May 31, 2022 99.98%
April 30, 2022 99.98%
March 31, 2022 99.98%
February 28, 2022 99.98%
January 31, 2022 99.98%
December 31, 2021 99.98%
November 30, 2021 99.98%
October 31, 2021 99.98%
September 30, 2021 100.00%
August 31, 2021 100.00%
July 31, 2021 100.00%
June 30, 2021 100.00%
May 31, 2021 100.00%
April 30, 2021 100.00%
March 31, 2021 100.00%
February 28, 2021 100.00%
January 31, 2021 100.00%
December 31, 2020 100.00%
November 30, 2020 100.00%
October 31, 2020 100.00%
September 30, 2020 100.00%
August 31, 2020 100.00%

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

99.49%
Minimum
Apr 2024
100.00%
Maximum
Nov 2019
99.88%
Average
99.98%
Median
Oct 2021

Max Drawdown (5Y) Benchmarks