Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 100.00%
August 31, 2024 100.00%
July 31, 2024 100.00%
June 30, 2024 100.00%
May 31, 2024 100.00%
April 30, 2024 100.00%
March 31, 2024 100.00%
February 29, 2024 100.00%
January 31, 2024 100.00%
December 31, 2023 100.00%
November 30, 2023 99.81%
October 31, 2023 99.81%
September 30, 2023 99.81%
August 31, 2023 99.81%
July 31, 2023 99.81%
June 30, 2023 99.81%
May 31, 2023 99.81%
April 30, 2023 99.81%
March 31, 2023 99.81%
February 28, 2023 99.81%
January 31, 2023 98.27%
December 31, 2022 98.27%
November 30, 2022 98.27%
October 31, 2022 98.27%
September 30, 2022 98.27%
Date Value
August 31, 2022 98.27%
July 31, 2022 98.27%
June 30, 2022 98.27%
May 31, 2022 98.27%
April 30, 2022 98.27%
March 31, 2022 98.27%
February 28, 2022 98.27%
January 31, 2022 98.27%
December 31, 2021 98.27%
November 30, 2021 98.27%
October 31, 2021 98.27%
September 30, 2021 98.27%
August 31, 2021 98.27%
July 31, 2021 98.27%
June 30, 2021 98.27%
May 31, 2021 98.27%
April 30, 2021 98.27%
March 31, 2021 98.27%
February 28, 2021 98.27%
January 31, 2021 98.27%
December 31, 2020 98.27%
November 30, 2020 98.27%
October 31, 2020 98.27%
September 30, 2020 98.27%
August 31, 2020 98.27%

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

95.22%
Minimum
Nov 2019
100.00%
Maximum
Dec 2023
98.44%
Average
98.27%
Median
Jul 2020