Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.39%
August 31, 2024 99.39%
July 31, 2024 99.39%
June 30, 2024 99.39%
May 31, 2024 99.39%
April 30, 2024 99.39%
March 31, 2024 99.39%
February 29, 2024 99.39%
January 31, 2024 99.39%
December 31, 2023 99.39%
November 30, 2023 99.39%
October 31, 2023 99.03%
September 30, 2023 98.86%
August 31, 2023 98.79%
July 31, 2023 98.79%
June 30, 2023 98.79%
May 31, 2023 98.71%
April 30, 2023 98.71%
March 31, 2023 98.64%
February 28, 2023 98.64%
January 31, 2023 98.64%
December 31, 2022 98.18%
November 30, 2022 98.18%
October 31, 2022 98.18%
September 30, 2022 98.18%
Date Value
August 31, 2022 98.18%
July 31, 2022 98.18%
June 30, 2022 98.18%
May 31, 2022 98.18%
April 30, 2022 97.27%
March 31, 2022 96.36%
February 28, 2022 96.36%
January 31, 2022 96.36%
December 31, 2021 96.36%
November 30, 2021 96.36%
October 31, 2021 96.36%
September 30, 2021 96.36%
August 31, 2021 96.36%
July 31, 2021 96.36%
June 30, 2021 96.36%
May 31, 2021 96.36%
April 30, 2021 96.36%
March 31, 2021 96.36%
February 28, 2021 96.36%
January 31, 2021 96.36%
December 31, 2020 96.36%
November 30, 2020 96.36%
October 31, 2020 96.36%
September 30, 2020 96.36%
August 31, 2020 96.36%

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

89.09%
Minimum
Nov 2019
99.39%
Maximum
Nov 2023
97.10%
Average
97.27%
Median
Apr 2022