Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 93.33%
August 31, 2024 93.33%
July 31, 2024 93.33%
June 30, 2024 93.33%
May 31, 2024 93.33%
April 30, 2024 93.33%
March 31, 2024 93.33%
February 29, 2024 93.33%
January 31, 2024 93.33%
December 31, 2023 93.33%
November 30, 2023 93.33%
October 31, 2023 95.24%
September 30, 2023 95.24%
August 31, 2023 95.24%
July 31, 2023 95.24%
June 30, 2023 95.65%
May 31, 2023 95.65%
April 30, 2023 96.30%
March 31, 2023 96.30%
February 28, 2023 96.30%
January 31, 2023 96.30%
December 31, 2022 96.30%
November 30, 2022 96.30%
October 31, 2022 96.30%
September 30, 2022 96.30%
Date Value
August 31, 2022 96.30%
July 31, 2022 96.30%
June 30, 2022 96.30%
May 31, 2022 96.30%
April 30, 2022 96.30%
March 31, 2022 96.30%
February 28, 2022 96.30%
January 31, 2022 96.30%
December 31, 2021 96.30%
November 30, 2021 96.30%
October 31, 2021 96.30%
September 30, 2021 96.30%
August 31, 2021 96.30%
July 31, 2021 96.30%
June 30, 2021 96.30%
May 31, 2021 96.30%
April 30, 2021 96.30%
March 31, 2021 96.30%
February 28, 2021 96.30%
January 31, 2021 96.30%
December 31, 2020 96.30%
November 30, 2020 96.30%
October 31, 2020 96.30%
September 30, 2020 96.30%
August 31, 2020 96.30%

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

93.33%
Minimum
Nov 2023
96.30%
Maximum
Nov 2019
95.65%
Average
96.30%
Median
Nov 2019

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.310