Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2024 99.84%
July 31, 2024 99.84%
June 30, 2024 99.84%
May 31, 2024 99.84%
April 30, 2024 99.84%
March 31, 2024 99.81%
February 29, 2024 99.81%
January 31, 2024 99.81%
December 31, 2023 99.81%
November 30, 2023 99.81%
October 31, 2023 99.81%
September 30, 2023 99.81%
August 31, 2023 99.81%
July 31, 2023 99.81%
June 30, 2023 99.81%
May 31, 2023 99.81%
April 30, 2023 99.81%
March 31, 2023 99.81%
February 28, 2023 99.72%
January 31, 2023 99.53%
December 31, 2022 99.53%
November 30, 2022 99.49%
October 31, 2022 99.49%
September 30, 2022 99.49%
August 31, 2022 99.49%
Date Value
July 31, 2022 99.49%
June 30, 2022 99.46%
May 31, 2022 99.46%
April 30, 2022 99.43%
March 31, 2022 99.21%
February 28, 2022 98.73%
January 31, 2022 98.73%
December 31, 2021 98.73%
November 30, 2021 98.73%
October 31, 2021 98.62%
September 30, 2021 98.62%
August 31, 2021 98.62%
July 31, 2021 98.62%
June 30, 2021 98.62%
May 31, 2021 98.62%
April 30, 2021 98.88%
March 31, 2021 98.88%
February 28, 2021 98.88%
January 31, 2021 98.88%
December 31, 2020 98.88%
November 30, 2020 98.88%
October 31, 2020 98.88%
September 30, 2020 98.88%
August 31, 2020 98.88%
July 31, 2020 98.88%

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

98.62%
Minimum
May 2021
99.84%
Maximum
Apr 2024
99.24%
Average
99.04%
Median