Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.70%
September 30, 2024 99.70%
August 31, 2024 99.68%
July 31, 2024 99.58%
June 30, 2024 99.49%
May 31, 2024 99.48%
April 30, 2024 99.48%
March 31, 2024 99.48%
February 29, 2024 99.48%
January 31, 2024 99.43%
December 31, 2023 98.76%
November 30, 2023 98.18%
October 31, 2023 98.17%
September 30, 2023 98.17%
August 31, 2023 98.17%
July 31, 2023 98.09%
June 30, 2023 98.09%
May 31, 2023 98.09%
April 30, 2023 98.09%
March 31, 2023 98.09%
February 28, 2023 98.09%
January 31, 2023 98.09%
December 31, 2022 98.09%
November 30, 2022 98.09%
October 31, 2022 96.52%
Date Value
September 30, 2022 95.63%
August 31, 2022 95.10%
July 31, 2022 95.10%
June 30, 2022 95.10%
May 31, 2022 94.00%
April 30, 2022 86.24%
March 31, 2022 86.24%
February 28, 2022 86.24%
January 31, 2022 86.24%
December 31, 2021 86.24%
November 30, 2021 86.24%
October 31, 2021 86.24%
September 30, 2021 78.33%
August 31, 2021 84.17%
July 31, 2021 84.18%
June 30, 2021 87.14%
May 31, 2021 87.98%
April 30, 2021 91.90%
March 31, 2021 93.57%
February 28, 2021 93.57%
January 31, 2021 94.15%
December 31, 2020 94.15%
November 30, 2020 94.15%
October 31, 2020 94.15%
September 30, 2020 97.19%

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

78.33%
Minimum
Sep 2021
99.70%
Maximum
Sep 2024
94.86%
Average
97.19%
Median
Nov 2019