Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.70%
September 30, 2024 99.70%
August 31, 2024 99.70%
July 31, 2024 99.70%
June 30, 2024 99.70%
May 31, 2024 99.70%
April 30, 2024 99.70%
March 31, 2024 99.70%
February 29, 2024 99.70%
January 31, 2024 99.70%
December 31, 2023 99.70%
November 30, 2023 99.70%
October 31, 2023 99.70%
September 30, 2023 99.70%
August 31, 2023 99.70%
July 31, 2023 99.70%
June 30, 2023 99.70%
May 31, 2023 99.70%
April 30, 2023 99.70%
March 31, 2023 98.22%
February 28, 2023 98.21%
January 31, 2023 98.14%
December 31, 2022 97.86%
November 30, 2022 97.67%
October 31, 2022 97.67%
Date Value
September 30, 2022 97.67%
August 31, 2022 97.67%
July 31, 2022 97.67%
June 30, 2022 97.67%
May 31, 2022 97.67%
April 30, 2022 97.35%
March 31, 2022 96.90%
February 28, 2022 96.90%
January 31, 2022 96.90%
December 31, 2021 96.90%
November 30, 2021 96.90%
October 31, 2021 96.90%
September 30, 2021 96.90%
August 31, 2021 96.90%
July 31, 2021 96.90%
June 30, 2021 96.90%
May 31, 2021 96.90%
April 30, 2021 96.90%
March 31, 2021 96.90%
February 28, 2021 96.90%
January 31, 2021 96.90%
December 31, 2020 96.90%
November 30, 2020 96.90%
October 31, 2020 96.90%
September 30, 2020 96.90%

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.

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Max Drawdown (5Y) Range, Past 5 Years

91.15%
Minimum
Nov 2019
99.70%
Maximum
Apr 2023
97.69%
Average
97.51%
Median

Max Drawdown (5Y) Benchmarks