Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 98.11%
August 31, 2024 96.23%
July 31, 2024 95.28%
June 30, 2024 95.28%
May 31, 2024 95.28%
April 30, 2024 95.28%
March 31, 2024 95.28%
February 29, 2024 95.28%
January 31, 2024 94.34%
December 31, 2023 93.40%
November 30, 2023 93.40%
October 31, 2023 92.45%
September 30, 2023 92.45%
August 31, 2023 92.45%
July 31, 2023 92.45%
June 30, 2023 92.45%
May 31, 2023 92.45%
April 30, 2023 92.45%
March 31, 2023 92.45%
February 28, 2023 92.45%
January 31, 2023 92.45%
December 31, 2022 92.45%
November 30, 2022 91.51%
October 31, 2022 91.51%
September 30, 2022 93.08%
Date Value
August 31, 2022 94.67%
July 31, 2022 94.71%
June 30, 2022 94.71%
May 31, 2022 96.00%
April 30, 2022 96.22%
March 31, 2022 96.22%
February 28, 2022 96.49%
January 31, 2022 96.49%
December 31, 2021 96.49%
November 30, 2021 96.49%
October 31, 2021 96.81%
September 30, 2021 96.92%
August 31, 2021 97.86%
July 31, 2021 98.21%
June 30, 2021 98.21%
May 31, 2021 98.21%
April 30, 2021 98.21%
March 31, 2021 98.21%
February 28, 2021 98.25%
January 31, 2021 98.60%
December 31, 2020 98.77%
November 30, 2020 99.24%
October 31, 2020 99.41%
September 30, 2020 99.41%
August 31, 2020 99.41%

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

91.51%
Minimum
Oct 2022
99.41%
Maximum
Nov 2019
96.09%
Average
96.23%
Median
Aug 2024

Max Drawdown (5Y) Benchmarks