Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 97.92%
August 31, 2024 97.92%
July 31, 2024 97.92%
June 30, 2024 97.92%
May 31, 2024 97.92%
April 30, 2024 97.92%
March 31, 2024 97.92%
February 29, 2024 97.92%
January 31, 2024 97.92%
December 31, 2023 97.92%
November 30, 2023 97.92%
October 31, 2023 97.92%
September 30, 2023 97.92%
August 31, 2023 97.92%
July 31, 2023 97.92%
June 30, 2023 97.92%
May 31, 2023 97.92%
April 30, 2023 97.92%
March 31, 2023 97.92%
February 28, 2023 97.92%
January 31, 2023 97.92%
December 31, 2022 97.92%
November 30, 2022 97.92%
October 31, 2022 97.92%
September 30, 2022 97.92%
Date Value
August 31, 2022 97.08%
July 31, 2022 96.25%
June 30, 2022 96.32%
May 31, 2022 97.14%
April 30, 2022 97.38%
March 31, 2022 97.38%
February 28, 2022 97.92%
January 31, 2022 98.12%
December 31, 2021 98.12%
November 30, 2021 98.12%
October 31, 2021 98.58%
September 30, 2021 98.96%
August 31, 2021 99.05%
July 31, 2021 99.05%
June 30, 2021 99.05%
May 31, 2021 99.05%
April 30, 2021 99.05%
March 31, 2021 99.05%
February 28, 2021 99.05%
January 31, 2021 99.33%
December 31, 2020 99.34%
November 30, 2020 99.46%
October 31, 2020 99.49%
September 30, 2020 99.62%
August 31, 2020 99.62%

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

96.25%
Minimum
Jul 2022
99.87%
Maximum
Nov 2019
98.45%
Average
97.92%
Median
Feb 2022