Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.60%
August 31, 2024 99.60%
July 31, 2024 99.60%
June 30, 2024 99.60%
May 31, 2024 99.60%
April 30, 2024 99.60%
March 31, 2024 99.60%
February 29, 2024 99.60%
January 31, 2024 99.60%
December 31, 2023 99.60%
November 30, 2023 99.60%
October 31, 2023 99.60%
September 30, 2023 99.60%
August 31, 2023 99.60%
July 31, 2023 99.60%
June 30, 2023 99.60%
May 31, 2023 99.60%
April 30, 2023 99.60%
March 31, 2023 99.60%
February 28, 2023 99.60%
January 31, 2023 99.60%
December 31, 2022 99.60%
November 30, 2022 99.60%
October 31, 2022 99.60%
September 30, 2022 99.34%
Date Value
August 31, 2022 99.26%
July 31, 2022 99.00%
June 30, 2022 99.00%
May 31, 2022 98.89%
April 30, 2022 97.78%
March 31, 2022 97.00%
February 28, 2022 96.22%
January 31, 2022 94.33%
December 31, 2021 94.33%
November 30, 2021 94.33%
October 31, 2021 94.33%
September 30, 2021 94.33%
August 31, 2021 93.78%
July 31, 2021 93.78%
June 30, 2021 93.78%
May 31, 2021 93.78%
April 30, 2021 93.78%
March 31, 2021 93.78%
February 28, 2021 93.78%
January 31, 2021 93.78%
December 31, 2020 93.78%
November 30, 2020 93.78%
October 31, 2020 93.78%
September 30, 2020 93.78%
August 31, 2020 92.67%

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

68.89%
Minimum
Nov 2019
99.60%
Maximum
Oct 2022
94.55%
Average
97.78%
Median
Apr 2022

Max Drawdown (5Y) Benchmarks