Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 95.38%
August 31, 2024 95.38%
July 31, 2024 95.38%
June 30, 2024 95.38%
May 31, 2024 93.85%
April 30, 2024 93.85%
March 31, 2024 93.85%
February 29, 2024 93.85%
January 31, 2024 93.85%
December 31, 2023 93.85%
November 30, 2023 90.77%
October 31, 2023 90.77%
September 30, 2023 90.77%
August 31, 2023 90.77%
July 31, 2023 88.04%
June 30, 2023 88.04%
May 31, 2023 88.04%
April 30, 2023 88.04%
March 31, 2023 88.04%
February 28, 2023 88.04%
January 31, 2023 88.04%
December 31, 2022 88.04%
November 30, 2022 88.04%
October 31, 2022 88.04%
September 30, 2022 88.04%
Date Value
August 31, 2022 88.04%
July 31, 2022 88.04%
June 30, 2022 88.04%
May 31, 2022 88.04%
April 30, 2022 88.04%
March 31, 2022 88.04%
February 28, 2022 88.04%
January 31, 2022 88.04%
December 31, 2021 88.04%
November 30, 2021 88.04%
October 31, 2021 88.04%
September 30, 2021 88.04%
August 31, 2021 88.04%
July 31, 2021 88.04%
June 30, 2021 88.04%
May 31, 2021 88.04%
April 30, 2021 88.04%
March 31, 2021 88.04%
February 28, 2021 88.04%
January 31, 2021 88.04%
December 31, 2020 88.04%
November 30, 2020 88.04%
October 31, 2020 88.04%
September 30, 2020 88.04%
August 31, 2020 88.04%

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

81.52%
Minimum
Nov 2019
95.38%
Maximum
Jun 2024
89.00%
Average
88.04%
Median
Mar 2020