Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 99.83%
September 30, 2024 99.83%
August 31, 2024 99.83%
July 31, 2024 99.83%
June 30, 2024 99.83%
May 31, 2024 99.83%
April 30, 2024 99.83%
March 31, 2024 99.83%
February 29, 2024 99.83%
January 31, 2024 99.81%
December 31, 2023 99.77%
November 30, 2023 99.77%
October 31, 2023 99.77%
September 30, 2023 99.77%
August 31, 2023 99.77%
July 31, 2023 99.77%
June 30, 2023 99.77%
May 31, 2023 99.77%
April 30, 2023 99.77%
March 31, 2023 99.77%
February 28, 2023 99.77%
January 31, 2023 99.77%
December 31, 2022 99.77%
November 30, 2022 99.73%
October 31, 2022 99.70%
Date Value
September 30, 2022 99.67%
August 31, 2022 99.56%
July 31, 2022 99.56%
June 30, 2022 99.56%
May 31, 2022 99.56%
April 30, 2022 99.55%
March 31, 2022 99.55%
February 28, 2022 99.55%
January 31, 2022 99.54%
December 31, 2021 99.13%
November 30, 2021 98.99%
October 31, 2021 98.53%
September 30, 2021 98.48%
August 31, 2021 98.48%
July 31, 2021 98.20%
June 30, 2021 97.88%
May 31, 2021 97.87%
April 30, 2021 97.87%
March 31, 2021 97.87%
February 28, 2021 97.87%
January 31, 2021 97.87%
December 31, 2020 97.87%
November 30, 2020 97.87%
October 31, 2020 97.87%
September 30, 2020 97.87%

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

97.87%
Minimum
Nov 2019
99.83%
Maximum
Feb 2024
99.00%
Average
99.55%
Median