Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 100.0%
August 31, 2024 100.0%
July 31, 2024 100.0%
June 30, 2024 100.0%
May 31, 2024 100.0%
April 30, 2024 100.0%
March 31, 2024 100.0%
February 29, 2024 100.0%
January 31, 2024 100.0%
December 31, 2023 100.0%
November 30, 2023 100.0%
October 31, 2023 100.0%
September 30, 2023 100.00%
August 31, 2023 100.00%
July 31, 2023 100.00%
June 30, 2023 100.00%
May 31, 2023 100.00%
April 30, 2023 100.00%
March 31, 2023 100.00%
February 28, 2023 100.00%
January 31, 2023 100.00%
December 31, 2022 100.00%
November 30, 2022 99.99%
October 31, 2022 99.99%
September 30, 2022 99.99%
Date Value
August 31, 2022 99.99%
July 31, 2022 99.99%
June 30, 2022 99.71%
May 31, 2022 99.70%
April 30, 2022 98.80%
March 31, 2022 96.77%
February 28, 2022 96.77%
January 31, 2022 95.86%
December 31, 2021 95.08%
November 30, 2021 92.87%
October 31, 2021 91.38%
September 30, 2021 91.38%
August 31, 2021 91.38%
July 31, 2021 91.38%
June 30, 2021 76.15%
May 31, 2021 72.31%
April 30, 2021 72.31%
March 31, 2021 72.31%
February 28, 2021 72.31%
January 31, 2021 72.31%
December 31, 2020 72.31%
November 30, 2020 60.33%
October 31, 2020 60.33%
September 30, 2020 60.33%
August 31, 2020 60.33%

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

53.12%
Minimum
Nov 2019
100.0%
Maximum
Oct 2023
86.55%
Average
98.80%
Median
Apr 2022