Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 98.42%
August 31, 2024 98.42%
July 31, 2024 98.42%
June 30, 2024 98.42%
May 31, 2024 98.42%
April 30, 2024 98.42%
March 31, 2024 98.42%
February 29, 2024 98.42%
January 31, 2024 98.42%
December 31, 2023 98.42%
November 30, 2023 98.42%
October 31, 2023 98.42%
September 30, 2023 98.42%
August 31, 2023 98.42%
July 31, 2023 98.42%
June 30, 2023 98.42%
May 31, 2023 98.42%
April 30, 2023 97.97%
March 31, 2023 97.94%
February 28, 2023 97.94%
January 31, 2023 97.94%
December 31, 2022 97.94%
November 30, 2022 97.94%
October 31, 2022 97.94%
September 30, 2022 97.94%
Date Value
August 31, 2022 97.94%
July 31, 2022 97.94%
June 30, 2022 97.94%
May 31, 2022 97.94%
April 30, 2022 97.94%
March 31, 2022 97.94%
February 28, 2022 97.94%
January 31, 2022 97.94%
December 31, 2021 96.88%
November 30, 2021 96.12%
October 31, 2021 93.76%
September 30, 2021 92.33%
August 31, 2021 91.37%
July 31, 2021 91.37%
June 30, 2021 91.37%
May 31, 2021 91.37%
April 30, 2021 91.37%
March 31, 2021 91.37%
February 28, 2021 91.37%
January 31, 2021 91.37%
December 31, 2020 91.37%
November 30, 2020 91.37%
October 31, 2020 91.37%
September 30, 2020 91.37%
August 31, 2020 91.37%

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

77.53%
Minimum
Nov 2019
98.42%
Maximum
May 2023
94.38%
Average
97.94%
Median
Jan 2022

Max Drawdown (5Y) Benchmarks