Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 93.33%
August 31, 2024 93.33%
July 31, 2024 93.33%
June 30, 2024 93.33%
May 31, 2024 93.33%
April 30, 2024 93.33%
March 31, 2024 93.33%
February 29, 2024 93.33%
January 31, 2024 93.33%
December 31, 2023 93.33%
November 30, 2023 93.33%
October 31, 2023 93.33%
September 30, 2023 92.22%
August 31, 2023 92.22%
July 31, 2023 88.89%
June 30, 2023 88.89%
May 31, 2023 88.89%
April 30, 2023 88.89%
March 31, 2023 88.89%
February 28, 2023 88.89%
January 31, 2023 88.89%
December 31, 2022 88.89%
November 30, 2022 88.89%
October 31, 2022 88.89%
September 30, 2022 84.44%
Date Value
August 31, 2022 81.11%
July 31, 2022 81.11%
June 30, 2022 77.50%
May 31, 2022 77.50%
April 30, 2022 77.50%
March 31, 2022 77.50%
February 28, 2022 77.50%
January 31, 2022 77.50%
December 31, 2021 77.50%
November 30, 2021 77.50%
October 31, 2021 77.50%
September 30, 2021 77.50%
August 31, 2021 77.50%
July 31, 2021 77.50%
June 30, 2021 77.50%
May 31, 2021 77.50%
April 30, 2021 77.50%
March 31, 2021 77.50%
February 28, 2021 77.50%
January 31, 2021 77.50%
December 31, 2020 77.50%
November 30, 2020 75.00%
October 31, 2020 65.00%
September 30, 2020 65.00%
August 31, 2020 62.50%

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

50.00%
Minimum
Nov 2019
93.33%
Maximum
Oct 2023
79.53%
Average
77.50%
Median
Dec 2020