Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2024 100.0%
July 31, 2024 100.0%
June 30, 2024 100.0%
May 31, 2024 100.0%
April 30, 2024 100.0%
March 31, 2024 100.0%
February 29, 2024 100.0%
January 31, 2024 100.0%
December 31, 2023 100.0%
November 30, 2023 100.0%
October 31, 2023 100.0%
September 30, 2023 100.0%
August 31, 2023 100.0%
July 31, 2023 100.0%
June 30, 2023 100.0%
May 31, 2023 100.00%
April 30, 2023 100.00%
March 31, 2023 99.99%
February 28, 2023 99.97%
January 31, 2023 99.94%
December 31, 2022 99.83%
November 30, 2022 99.79%
October 31, 2022 99.77%
September 30, 2022 99.62%
August 31, 2022 99.62%
Date Value
July 31, 2022 99.62%
June 30, 2022 99.62%
May 31, 2022 99.62%
April 30, 2022 99.62%
March 31, 2022 99.62%
February 28, 2022 99.62%
January 31, 2022 99.62%
December 31, 2021 99.62%
November 30, 2021 99.62%
October 31, 2021 99.62%
September 30, 2021 99.62%
August 31, 2021 99.62%
July 31, 2021 99.62%
June 30, 2021 99.62%
May 31, 2021 99.64%
April 30, 2021 99.68%
March 31, 2021 99.68%
February 28, 2021 99.68%
January 31, 2021 99.68%
December 31, 2020 99.68%
November 30, 2020 99.68%
October 31, 2020 99.68%
September 30, 2020 99.68%
August 31, 2020 99.68%
July 31, 2020 99.68%

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

99.62%
Minimum
Jun 2021
100.0%
Maximum
Jun 2023
99.77%
Average
99.68%
Median
Sep 2019

Max Drawdown (5Y) Benchmarks