Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.18%
September 30, 2024 99.18%
August 31, 2024 99.18%
July 31, 2024 99.18%
June 30, 2024 99.18%
May 31, 2024 99.18%
April 30, 2024 99.18%
March 31, 2024 99.18%
February 29, 2024 99.18%
January 31, 2024 99.18%
December 31, 2023 98.63%
November 30, 2023 98.35%
October 31, 2023 98.35%
September 30, 2023 98.08%
August 31, 2023 97.80%
July 31, 2023 97.80%
June 30, 2023 97.80%
May 31, 2023 97.80%
April 30, 2023 97.80%
March 31, 2023 97.80%
February 28, 2023 97.80%
January 31, 2023 97.80%
December 31, 2022 96.98%
November 30, 2022 96.98%
October 31, 2022 96.70%
Date Value
September 30, 2022 95.33%
August 31, 2022 95.33%
July 31, 2022 95.33%
June 30, 2022 95.33%
May 31, 2022 94.51%
April 30, 2022 91.21%
March 31, 2022 89.29%
February 28, 2022 89.29%
January 31, 2022 89.29%
December 31, 2021 87.91%
November 30, 2021 84.89%
October 31, 2021 84.89%
September 30, 2021 84.89%
August 31, 2021 84.07%
July 31, 2021 79.71%
June 30, 2021 79.71%
May 31, 2021 79.71%
April 30, 2021 79.71%
March 31, 2021 79.71%
February 28, 2021 79.71%
January 31, 2021 79.71%
December 31, 2020 79.71%
November 30, 2020 85.00%
October 31, 2020 85.00%
September 30, 2020 85.00%

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

79.71%
Minimum
Dec 2020
99.18%
Maximum
Jan 2024
91.29%
Average
92.86%
Median

Max Drawdown (5Y) Benchmarks