Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2026 97.78%
August 31, 2026 99.92%
July 31, 2026 99.92%
June 30, 2026 99.92%
May 31, 2026 99.92%
April 30, 2026 99.92%
March 31, 2026 99.92%
February 28, 2026 99.92%
January 31, 2026 99.92%
December 31, 2025 99.92%
November 30, 2025 99.92%
October 31, 2025 99.92%
October 31, 2021 99.92%
September 30, 2021 99.92%
August 31, 2021 99.92%
July 31, 2021 99.92%
June 30, 2021 99.92%
May 31, 2021 99.99%
April 30, 2021 99.99%
March 31, 2021 99.99%
February 28, 2021 99.99%
January 31, 2021 99.99%
December 31, 2020 99.99%
November 30, 2020 99.99%
October 31, 2020 99.99%
Date Value
September 30, 2020 99.99%
August 31, 2020 99.99%
July 31, 2020 99.99%
June 30, 2020 99.99%
May 31, 2020 99.99%
April 30, 2020 99.99%
March 31, 2020 99.99%
February 29, 2020 99.99%
January 31, 2020 99.99%
December 31, 2019 99.99%
November 30, 2019 99.99%
October 31, 2019 99.99%
September 30, 2019 99.99%
August 31, 2019 99.99%
July 31, 2019 99.99%
June 30, 2019 99.99%
May 31, 2019 99.99%
April 30, 2019 99.99%
March 31, 2019 99.99%
February 28, 2019 99.99%
January 31, 2019 99.99%
December 31, 2018 99.99%
November 30, 2018 99.99%
October 31, 2018 99.99%
September 30, 2018 99.99%

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

View Max Drawdown (5Y) Range, Past 5 Years
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Minimum
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Maximum
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Average
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Median

Max Drawdown (5Y) Benchmarks

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 45.67
Beta (5Y) -0.6353