Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 87.98%
August 31, 2024 88.37%
July 31, 2024 88.78%
June 30, 2024 88.78%
May 31, 2024 88.78%
April 30, 2024 88.78%
March 31, 2024 88.78%
February 29, 2024 88.78%
January 31, 2024 88.78%
December 31, 2023 88.78%
November 30, 2023 88.78%
October 31, 2023 88.78%
September 30, 2023 88.78%
August 31, 2023 88.78%
July 31, 2023 88.78%
June 30, 2023 88.78%
May 31, 2023 88.78%
April 30, 2023 88.78%
March 31, 2023 88.78%
February 28, 2023 88.78%
January 31, 2023 88.78%
December 31, 2022 88.78%
November 30, 2022 88.78%
October 31, 2022 88.78%
September 30, 2022 88.78%
Date Value
August 31, 2022 88.78%
July 31, 2022 88.78%
June 30, 2022 88.78%
May 31, 2022 88.78%
April 30, 2022 88.78%
March 31, 2022 88.78%
February 28, 2022 88.78%
January 31, 2022 88.78%
December 31, 2021 88.78%
November 30, 2021 88.78%
October 31, 2021 88.78%
September 30, 2021 88.78%
August 31, 2021 88.78%
July 31, 2021 88.78%
June 30, 2021 88.78%
May 31, 2021 88.78%
April 30, 2021 88.78%
March 31, 2021 88.78%
February 28, 2021 88.78%
January 31, 2021 88.78%
December 31, 2020 88.78%
November 30, 2020 88.78%
October 31, 2020 88.78%
September 30, 2020 88.78%
August 31, 2020 88.78%

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

87.98%
Minimum
Sep 2024
88.78%
Maximum
Nov 2019
88.76%
Average
88.78%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks