Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.87%
August 31, 2024 99.87%
July 31, 2024 91.21%
June 30, 2024 91.09%
May 31, 2024 91.09%
April 30, 2024 89.45%
March 31, 2024 89.45%
February 29, 2024 89.45%
January 31, 2024 89.45%
December 31, 2023 89.45%
November 30, 2023 89.45%
October 31, 2023 89.45%
September 30, 2023 87.45%
August 31, 2023 86.50%
July 31, 2023 86.24%
June 30, 2023 86.24%
May 31, 2023 86.24%
April 30, 2023 86.24%
March 31, 2023 86.24%
February 28, 2023 86.24%
January 31, 2023 87.04%
December 31, 2022 87.04%
November 30, 2022 90.37%
October 31, 2022 96.95%
September 30, 2022 97.04%
Date Value
August 31, 2022 98.33%
July 31, 2022 98.85%
June 30, 2022 99.55%
May 31, 2022 99.63%
April 30, 2022 99.63%
March 31, 2022 99.69%
February 28, 2022 99.87%
January 31, 2022 99.96%
December 31, 2021 99.97%
November 30, 2021 99.98%
October 31, 2021 99.98%
September 30, 2021 99.98%
August 31, 2021 99.99%
July 31, 2021 99.99%
June 30, 2021 99.99%
May 31, 2021 100.00%
April 30, 2021 100.00%
March 31, 2021 100.00%
February 28, 2021 100.00%
January 31, 2021 100.00%
December 31, 2020 100.00%
November 30, 2020 100.00%
October 31, 2020 100.00%
September 30, 2020 100.00%
August 31, 2020 100.00%

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

86.24%
Minimum
Feb 2023
100.00%
Maximum
Nov 2019
95.67%
Average
99.87%
Median
Feb 2022