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 100.00%
July 31, 2024 100.00%
June 30, 2024 100.00%
May 31, 2024 100.00%
April 30, 2024 100.00%
March 31, 2024 100.00%
February 29, 2024 100.00%
January 31, 2024 100.00%
December 31, 2023 100.00%
November 30, 2023 100.00%
October 31, 2023 100.00%
September 30, 2023 100.00%
August 31, 2023 100.00%
July 31, 2023 100.00%
June 30, 2023 100.00%
May 31, 2023 99.99%
April 30, 2023 99.98%
March 31, 2023 99.98%
February 28, 2023 99.97%
January 31, 2023 99.97%
December 31, 2022 99.97%
November 30, 2022 99.97%
October 31, 2022 99.97%
Date Value
September 30, 2022 99.97%
August 31, 2022 99.97%
July 31, 2022 99.97%
June 30, 2022 99.97%
May 31, 2022 99.91%
April 30, 2022 99.80%
March 31, 2022 99.58%
February 28, 2022 99.58%
January 31, 2022 99.33%
December 31, 2021 98.99%
November 30, 2021 98.93%
October 31, 2021 98.71%
September 30, 2021 98.71%
August 31, 2021 98.71%
July 31, 2021 98.34%
June 30, 2021 98.32%
May 31, 2021 98.32%
April 30, 2021 98.28%
March 31, 2021 98.28%
February 28, 2021 98.28%
January 31, 2021 98.28%
December 31, 2020 98.28%
November 30, 2020 98.28%
October 31, 2020 98.28%
September 30, 2020 98.28%

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

95.59%
Minimum
Nov 2019
100.00%
Maximum
Feb 2024
99.01%
Average
99.86%
Median

Max Drawdown (5Y) Benchmarks