Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.99%
August 31, 2024 99.87%
July 31, 2024 99.87%
June 30, 2024 99.87%
May 31, 2024 99.87%
April 30, 2024 99.87%
March 31, 2024 99.87%
February 29, 2024 99.87%
January 31, 2024 99.87%
December 31, 2023 99.87%
November 30, 2023 99.87%
October 31, 2023 99.87%
September 30, 2023 99.87%
August 31, 2023 99.87%
July 31, 2023 99.87%
June 30, 2023 99.87%
May 31, 2023 99.87%
April 30, 2023 99.87%
March 31, 2023 99.87%
February 28, 2023 99.87%
January 31, 2023 99.87%
December 31, 2022 99.87%
November 30, 2022 99.87%
October 31, 2022 99.65%
September 30, 2022 99.31%
Date Value
August 31, 2022 98.90%
July 31, 2022 98.90%
June 30, 2022 98.54%
May 31, 2022 98.54%
April 30, 2022 98.45%
March 31, 2022 98.45%
February 28, 2022 98.45%
January 31, 2022 98.45%
December 31, 2021 98.45%
November 30, 2021 98.45%
October 31, 2021 98.45%
September 30, 2021 98.45%
August 31, 2021 98.45%
July 31, 2021 98.45%
June 30, 2021 98.45%
May 31, 2021 98.45%
April 30, 2021 98.45%
March 31, 2021 98.45%
February 28, 2021 98.45%
January 31, 2021 98.45%
December 31, 2020 98.45%
November 30, 2020 98.45%
October 31, 2020 98.45%
September 30, 2020 98.45%
August 31, 2020 98.45%

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

97.67%
Minimum
Nov 2019
99.99%
Maximum
Sep 2024
99.01%
Average
98.45%
Median
Mar 2020