Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 100.00%
September 30, 2024 100.00%
August 31, 2024 99.99%
July 31, 2024 99.99%
June 30, 2024 99.99%
May 31, 2024 99.99%
April 30, 2024 99.99%
March 31, 2024 99.99%
February 29, 2024 99.99%
January 31, 2024 99.99%
December 31, 2023 99.99%
November 30, 2023 99.99%
October 31, 2023 99.96%
September 30, 2023 99.95%
August 31, 2023 99.92%
July 31, 2023 99.88%
June 30, 2023 99.86%
May 31, 2023 99.86%
April 30, 2023 99.86%
March 31, 2023 99.84%
February 28, 2023 99.77%
January 31, 2023 99.71%
December 31, 2022 99.71%
November 30, 2022 99.71%
October 31, 2022 99.71%
Date Value
September 30, 2022 99.69%
August 31, 2022 99.69%
July 31, 2022 99.69%
June 30, 2022 99.69%
May 31, 2022 99.69%
April 30, 2022 99.61%
March 31, 2022 99.61%
February 28, 2022 99.59%
January 31, 2022 99.53%
December 31, 2021 99.52%
November 30, 2021 99.37%
October 31, 2021 99.31%
September 30, 2021 99.31%
August 31, 2021 99.31%
July 31, 2021 99.31%
June 30, 2021 99.31%
May 31, 2021 99.31%
April 30, 2021 99.31%
March 31, 2021 99.31%
February 28, 2021 99.31%
January 31, 2021 99.31%
December 31, 2020 99.31%
November 30, 2020 99.31%
October 31, 2020 99.31%
September 30, 2020 99.28%

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

96.80%
Minimum
Nov 2019
100.00%
Maximum
Sep 2024
99.46%
Average
99.65%
Median