Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.43%
September 30, 2024 99.43%
August 31, 2024 99.43%
July 31, 2024 99.43%
June 30, 2024 99.43%
May 31, 2024 99.43%
April 30, 2024 99.43%
March 31, 2024 99.43%
February 29, 2024 99.35%
January 31, 2024 99.33%
December 31, 2023 99.33%
November 30, 2023 99.33%
October 31, 2023 99.33%
September 30, 2023 99.33%
August 31, 2023 99.33%
July 31, 2023 99.33%
June 30, 2023 99.31%
May 31, 2023 98.47%
April 30, 2023 97.65%
March 31, 2023 96.79%
February 28, 2023 96.05%
January 31, 2023 96.05%
December 31, 2022 96.05%
November 30, 2022 96.05%
October 31, 2022 96.05%
Date Value
September 30, 2022 96.05%
August 31, 2022 96.05%
July 31, 2022 96.05%
June 30, 2022 95.04%
May 31, 2022 91.80%
April 30, 2022 90.89%
March 31, 2022 90.12%
February 28, 2022 88.16%
January 31, 2022 88.16%
December 31, 2021 85.03%
November 30, 2021 81.40%
October 31, 2021 80.83%
September 30, 2021 80.83%
August 31, 2021 80.83%
July 31, 2021 80.83%
June 30, 2021 80.83%
May 31, 2021 80.83%
April 30, 2021 80.83%
March 31, 2021 80.83%
February 28, 2021 80.83%
January 31, 2021 80.83%
December 31, 2020 80.83%
November 30, 2020 80.83%
October 31, 2020 80.83%
September 30, 2020 80.83%

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

74.54%
Minimum
Nov 2019
99.43%
Maximum
Mar 2024
89.60%
Average
91.34%
Median

Max Drawdown (5Y) Benchmarks