Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 98.31%
September 30, 2024 98.31%
August 31, 2024 98.31%
July 31, 2024 98.31%
June 30, 2024 98.31%
May 31, 2024 98.31%
April 30, 2024 98.31%
March 31, 2024 98.31%
February 29, 2024 98.31%
January 31, 2024 98.31%
December 31, 2023 98.31%
November 30, 2023 97.56%
October 31, 2023 96.87%
September 30, 2023 96.75%
August 31, 2023 96.75%
July 31, 2023 96.75%
June 30, 2023 96.75%
May 31, 2023 96.75%
April 30, 2023 96.75%
March 31, 2023 96.75%
February 28, 2023 96.75%
January 31, 2023 96.75%
December 31, 2022 96.56%
November 30, 2022 96.56%
October 31, 2022 95.94%
Date Value
September 30, 2022 95.43%
August 31, 2022 94.81%
July 31, 2022 91.78%
June 30, 2022 90.81%
May 31, 2022 90.81%
April 30, 2022 85.00%
March 31, 2022 85.00%
February 28, 2022 84.99%
January 31, 2022 84.88%
December 31, 2021 84.88%
November 30, 2021 84.88%
October 31, 2021 84.88%
September 30, 2021 84.88%
August 31, 2021 98.00%
July 31, 2021 98.00%
June 30, 2021 98.00%
May 31, 2021 98.00%
April 30, 2021 98.00%
March 31, 2021 98.00%
February 28, 2021 98.00%
January 31, 2021 99.63%
December 31, 2020 99.63%
November 30, 2020 99.63%
October 31, 2020 99.63%
September 30, 2020 99.96%

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

84.88%
Minimum
Sep 2021
99.96%
Maximum
Nov 2019
96.05%
Average
98.00%
Median
Feb 2021