Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.21%
August 31, 2024 99.21%
July 31, 2024 99.21%
June 30, 2024 99.21%
May 31, 2024 99.21%
April 30, 2024 99.21%
March 31, 2024 99.21%
February 29, 2024 99.21%
January 31, 2024 99.21%
December 31, 2023 99.21%
November 30, 2023 99.21%
October 31, 2023 99.21%
September 30, 2023 99.21%
August 31, 2023 99.21%
July 31, 2023 99.21%
June 30, 2023 99.21%
May 31, 2023 99.21%
April 30, 2023 99.21%
March 31, 2023 99.21%
February 28, 2023 99.21%
January 31, 2023 99.21%
December 31, 2022 99.21%
November 30, 2022 99.21%
October 31, 2022 99.21%
September 30, 2022 99.21%
Date Value
August 31, 2022 99.21%
July 31, 2022 99.21%
June 30, 2022 99.21%
May 31, 2022 99.21%
April 30, 2022 99.21%
March 31, 2022 99.21%
February 28, 2022 99.21%
January 31, 2022 99.21%
December 31, 2021 99.21%
November 30, 2021 99.21%
October 31, 2021 99.21%
September 30, 2021 99.21%
August 31, 2021 97.57%
July 31, 2021 97.57%
June 30, 2021 97.57%
May 31, 2021 97.57%
April 30, 2021 97.57%
March 31, 2021 97.57%
February 28, 2021 97.71%
January 31, 2021 97.71%
December 31, 2020 98.21%
November 30, 2020 98.21%
October 31, 2020 98.21%
September 30, 2020 98.21%
August 31, 2020 98.21%

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

97.57%
Minimum
Mar 2021
99.21%
Maximum
Sep 2021
98.77%
Average
99.21%
Median
Sep 2021

Max Drawdown (5Y) Benchmarks