Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 100.00%
September 30, 2024 99.99%
August 31, 2024 99.99%
July 31, 2024 99.99%
June 30, 2024 99.99%
May 31, 2024 99.99%
April 30, 2024 99.99%
March 31, 2024 99.98%
February 29, 2024 99.98%
January 31, 2024 99.98%
December 31, 2023 99.98%
November 30, 2023 99.98%
October 31, 2023 99.98%
September 30, 2023 99.98%
August 31, 2023 99.98%
July 31, 2023 99.98%
June 30, 2023 99.98%
May 31, 2023 99.98%
April 30, 2023 99.92%
March 31, 2023 99.90%
February 28, 2023 99.88%
January 31, 2023 99.78%
December 31, 2022 99.78%
November 30, 2022 99.67%
October 31, 2022 99.67%
Date Value
September 30, 2022 99.07%
August 31, 2022 98.75%
July 31, 2022 98.74%
June 30, 2022 98.54%
May 31, 2022 98.54%
April 30, 2022 98.54%
March 31, 2022 98.54%
February 28, 2022 98.54%
January 31, 2022 98.54%
December 31, 2021 98.54%
November 30, 2021 98.54%
October 31, 2021 98.54%
September 30, 2021 98.54%
August 31, 2021 98.54%
July 31, 2021 98.54%
June 30, 2021 98.54%
May 31, 2021 98.54%
April 30, 2021 98.54%
March 31, 2021 98.54%
February 28, 2021 98.54%
January 31, 2021 98.54%
December 31, 2020 98.54%
November 30, 2020 98.54%
October 31, 2020 98.54%
September 30, 2020 98.54%

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

97.53%
Minimum
Nov 2019
100.00%
Maximum
Oct 2024
99.07%
Average
98.54%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks