Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 98.44%
September 30, 2024 98.44%
August 31, 2024 98.44%
July 31, 2024 98.44%
June 30, 2024 98.44%
May 31, 2024 98.44%
April 30, 2024 98.44%
March 31, 2024 98.44%
February 29, 2024 98.44%
January 31, 2024 98.44%
December 31, 2023 97.17%
November 30, 2023 96.98%
October 31, 2023 96.98%
September 30, 2023 96.98%
August 31, 2023 95.90%
July 31, 2023 95.90%
June 30, 2023 95.90%
May 31, 2023 95.84%
April 30, 2023 95.79%
March 31, 2023 95.12%
February 28, 2023 85.41%
January 31, 2023 85.41%
December 31, 2022 85.41%
November 30, 2022 87.38%
October 31, 2022 87.79%
Date Value
September 30, 2022 89.94%
August 31, 2022 89.94%
July 31, 2022 89.94%
June 30, 2022 89.94%
May 31, 2022 89.94%
April 30, 2022 89.94%
March 31, 2022 89.94%
February 28, 2022 89.94%
January 31, 2022 90.56%
December 31, 2021 90.56%
November 30, 2021 90.56%
October 31, 2021 90.56%
September 30, 2021 90.66%
August 31, 2021 91.38%
July 31, 2021 91.58%
June 30, 2021 91.58%
May 31, 2021 91.58%
April 30, 2021 91.58%
March 31, 2021 91.58%
February 28, 2021 91.58%
January 31, 2021 91.58%
December 31, 2020 91.58%
November 30, 2020 91.58%
October 31, 2020 91.58%
September 30, 2020 91.58%

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

85.41%
Minimum
Dec 2022
98.44%
Maximum
Jan 2024
92.76%
Average
91.58%
Median
Nov 2019