Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.50%
September 30, 2024 99.50%
August 31, 2024 99.50%
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 99.36%
January 31, 2024 99.18%
December 31, 2023 98.72%
November 30, 2023 98.72%
October 31, 2023 98.65%
September 30, 2023 98.50%
August 31, 2023 98.28%
July 31, 2023 97.62%
June 30, 2023 97.62%
May 31, 2023 97.62%
April 30, 2023 97.62%
March 31, 2023 97.62%
February 28, 2023 97.62%
January 31, 2023 97.62%
December 31, 2022 97.62%
November 30, 2022 97.62%
October 31, 2022 97.62%
Date Value
September 30, 2022 97.62%
August 31, 2022 97.62%
July 31, 2022 97.62%
June 30, 2022 97.62%
May 31, 2022 97.62%
April 30, 2022 97.62%
March 31, 2022 97.62%
February 28, 2022 97.62%
January 31, 2022 97.62%
December 31, 2021 97.62%
November 30, 2021 97.62%
October 31, 2021 97.62%
September 30, 2021 97.62%
August 31, 2021 97.62%
July 31, 2021 97.62%
June 30, 2021 97.62%
May 31, 2021 97.62%
April 30, 2021 97.62%
March 31, 2021 97.62%
February 28, 2021 97.62%
January 31, 2021 97.62%
December 31, 2020 97.62%
November 30, 2020 97.62%
October 31, 2020 97.62%
September 30, 2020 97.62%

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

96.05%
Minimum
Nov 2019
99.50%
Maximum
Aug 2024
97.89%
Average
97.62%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks