Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.98%
August 31, 2024 99.98%
July 31, 2024 99.98%
June 30, 2024 99.98%
May 31, 2024 99.98%
April 30, 2024 99.97%
March 31, 2024 99.97%
February 29, 2024 99.95%
January 31, 2024 99.95%
December 31, 2023 99.95%
November 30, 2023 99.95%
October 31, 2023 99.93%
September 30, 2023 99.85%
August 31, 2023 99.82%
July 31, 2023 99.77%
June 30, 2023 99.73%
May 31, 2023 99.69%
April 30, 2023 99.69%
March 31, 2023 99.69%
February 28, 2023 99.66%
January 31, 2023 99.66%
December 31, 2022 99.42%
November 30, 2022 99.00%
October 31, 2022 99.00%
September 30, 2022 99.00%
Date Value
August 31, 2022 99.00%
July 31, 2022 99.00%
June 30, 2022 99.00%
May 31, 2022 99.00%
April 30, 2022 99.00%
March 31, 2022 99.00%
February 28, 2022 99.00%
January 31, 2022 99.00%
December 31, 2021 99.00%
November 30, 2021 99.00%
October 31, 2021 99.00%
September 30, 2021 99.00%
August 31, 2021 99.00%
July 31, 2021 99.00%
June 30, 2021 99.00%
May 31, 2021 99.00%
April 30, 2021 99.00%
March 31, 2021 99.00%
February 28, 2021 98.79%
January 31, 2021 98.79%
December 31, 2020 98.79%
November 30, 2020 98.79%
October 31, 2020 98.79%
September 30, 2020 98.79%
August 31, 2020 98.79%

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

98.28%
Minimum
Nov 2019
99.98%
Maximum
Aug 2024
99.22%
Average
99.00%
Median
Mar 2021

Max Drawdown (5Y) Benchmarks