Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.96%
August 31, 2024 99.96%
July 31, 2024 99.92%
June 30, 2024 99.47%
May 31, 2024 99.47%
April 30, 2024 99.47%
March 31, 2024 99.47%
February 29, 2024 99.47%
January 31, 2024 99.47%
December 31, 2023 99.47%
November 30, 2023 99.47%
October 31, 2023 99.47%
September 30, 2023 99.47%
August 31, 2023 99.47%
July 31, 2023 99.47%
June 30, 2023 99.47%
May 31, 2023 99.05%
April 30, 2023 99.05%
March 31, 2023 99.05%
February 28, 2023 99.05%
January 31, 2023 99.05%
December 31, 2022 99.05%
November 30, 2022 99.05%
October 31, 2022 99.05%
September 30, 2022 98.27%
Date Value
August 31, 2022 97.92%
July 31, 2022 97.71%
June 30, 2022 97.71%
May 31, 2022 97.60%
April 30, 2022 97.20%
March 31, 2022 97.20%
February 28, 2022 97.20%
January 31, 2022 97.20%
December 31, 2021 97.20%
November 30, 2021 97.20%
October 31, 2021 97.20%
September 30, 2021 97.20%
August 31, 2021 97.20%
July 31, 2021 97.20%
June 30, 2021 97.20%
May 31, 2021 97.20%
April 30, 2021 97.20%
March 31, 2021 97.20%
February 28, 2021 97.20%
January 31, 2021 97.20%
December 31, 2020 97.20%
November 30, 2020 97.20%
October 31, 2020 97.20%
September 30, 2020 97.20%
August 31, 2020 97.20%

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

97.20%
Minimum
Nov 2019
99.96%
Maximum
Aug 2024
98.14%
Average
97.20%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks