Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.52%
September 30, 2024 99.52%
August 31, 2024 99.52%
July 31, 2024 99.52%
June 30, 2024 99.52%
May 31, 2024 99.52%
April 30, 2024 99.52%
March 31, 2024 99.52%
February 29, 2024 99.52%
January 31, 2024 99.52%
December 31, 2023 99.52%
November 30, 2023 99.52%
October 31, 2023 99.52%
September 30, 2023 99.53%
August 31, 2023 99.63%
July 31, 2023 99.64%
June 30, 2023 99.68%
May 31, 2023 99.94%
April 30, 2023 99.94%
March 31, 2023 99.94%
February 28, 2023 99.94%
January 31, 2023 99.94%
December 31, 2022 99.94%
November 30, 2022 99.94%
October 31, 2022 99.94%
Date Value
September 30, 2022 99.94%
August 31, 2022 99.94%
July 31, 2022 99.94%
June 30, 2022 99.94%
May 31, 2022 99.94%
April 30, 2022 99.94%
March 31, 2022 99.94%
February 28, 2022 99.94%
January 31, 2022 99.94%
December 31, 2021 99.94%
November 30, 2021 99.94%
October 31, 2021 99.94%
September 30, 2021 99.94%
August 31, 2021 99.94%
July 31, 2021 99.94%
June 30, 2021 99.94%
May 31, 2021 99.94%
April 30, 2021 99.94%
March 31, 2021 99.94%
February 28, 2021 99.94%
January 31, 2021 99.94%
December 31, 2020 99.94%
November 30, 2020 99.94%
October 31, 2020 99.94%
September 30, 2020 99.94%

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

99.52%
Minimum
Oct 2023
99.94%
Maximum
Nov 2019
99.83%
Average
99.94%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks