CBOE VIX March Futures Index (DISCONTINUED) (^CBVIXMARF)
28.25
+15.30
(+118.15%)
USD |
Aug 31, 16:14
CBOE VIX March Futures Index (DISCONTINUED) Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2019 | 54.89% |
August 31, 2019 | 54.89% |
July 31, 2019 | 54.89% |
June 30, 2019 | 54.89% |
May 31, 2019 | 54.89% |
April 30, 2019 | 54.89% |
March 31, 2019 | 54.89% |
February 28, 2019 | 54.89% |
January 31, 2019 | 54.89% |
December 31, 2018 | 54.89% |
November 30, 2018 | 54.89% |
October 31, 2018 | 54.89% |
September 30, 2018 | 54.89% |
August 31, 2018 | 54.89% |
July 31, 2018 | 54.89% |
June 30, 2018 | 54.89% |
May 31, 2018 | 54.89% |
April 30, 2018 | 54.89% |
March 31, 2018 | 54.89% |
February 28, 2018 | 54.89% |
January 31, 2018 | 54.89% |
December 31, 2017 | 54.89% |
November 30, 2017 | 54.89% |
October 31, 2017 | 54.89% |
September 30, 2017 | 54.89% |
Date | Value |
---|---|
August 31, 2017 | 54.89% |
July 31, 2017 | 54.89% |
June 30, 2017 | 54.89% |
May 31, 2017 | 54.89% |
April 30, 2017 | 54.89% |
March 31, 2017 | 54.89% |
February 28, 2017 | 51.78% |
January 31, 2017 | 45.31% |
December 31, 2016 | 39.88% |
November 30, 2016 | 39.88% |
October 31, 2016 | 39.88% |
September 30, 2016 | 39.88% |
August 31, 2016 | 39.88% |
July 31, 2016 | 39.88% |
June 30, 2016 | 39.88% |
May 31, 2016 | 34.52% |
April 30, 2016 | 34.52% |
March 31, 2016 | 34.52% |
February 29, 2016 | 28.66% |
January 31, 2016 | 28.66% |
December 31, 2015 | 28.66% |
November 30, 2015 | 28.66% |
October 31, 2015 | 28.66% |
September 30, 2015 | 28.66% |
August 31, 2015 | 28.66% |
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.
Max Drawdown (5Y) Range, Past 5 Years
54.89%
Minimum
Apr 2019
54.89%
Maximum
Apr 2019
54.89%
Average
54.89%
Median
Apr 2019