Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.75%
September 30, 2024 99.75%
August 31, 2024 99.75%
July 31, 2024 99.75%
June 30, 2024 99.68%
May 31, 2024 99.37%
April 30, 2024 99.24%
March 31, 2024 99.21%
February 29, 2024 99.21%
January 31, 2024 99.21%
December 31, 2023 99.21%
November 30, 2023 99.21%
October 31, 2023 99.13%
September 30, 2023 99.13%
August 31, 2023 99.12%
July 31, 2023 98.75%
June 30, 2023 98.68%
May 31, 2023 98.58%
April 30, 2023 97.41%
March 31, 2023 97.32%
February 28, 2023 97.32%
January 31, 2023 97.32%
December 31, 2022 97.32%
November 30, 2022 97.32%
October 31, 2022 97.32%
Date Value
September 30, 2022 97.32%
August 31, 2022 97.32%
July 31, 2022 97.32%
June 30, 2022 97.32%
May 31, 2022 97.32%
April 30, 2022 97.32%
March 31, 2022 97.32%
February 28, 2022 97.32%
January 31, 2022 97.32%
December 31, 2021 97.32%
November 30, 2021 97.32%
October 31, 2021 97.32%
September 30, 2021 97.32%
August 31, 2021 97.32%
July 31, 2021 97.32%
June 30, 2021 97.32%
May 31, 2021 97.32%
April 30, 2021 97.32%
March 31, 2021 97.32%
February 28, 2021 97.32%
January 31, 2021 97.32%
December 31, 2020 97.32%
November 30, 2020 97.32%
October 31, 2020 97.32%
September 30, 2020 97.32%

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

97.32%
Minimum
Nov 2019
99.75%
Maximum
Jul 2024
97.90%
Average
97.32%
Median
Nov 2019