Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 92.92%
August 31, 2024 92.92%
July 31, 2024 92.92%
June 30, 2024 92.92%
May 31, 2024 92.92%
April 30, 2024 92.92%
March 31, 2024 91.67%
February 29, 2024 91.67%
January 31, 2024 91.67%
December 31, 2023 91.67%
November 30, 2023 91.67%
October 31, 2023 91.60%
September 30, 2023 90.00%
August 31, 2023 90.00%
July 31, 2023 90.00%
June 30, 2023 90.00%
May 31, 2023 90.00%
April 30, 2023 88.95%
March 31, 2023 88.95%
February 28, 2023 88.03%
January 31, 2023 88.03%
December 31, 2022 87.89%
November 30, 2022 87.89%
October 31, 2022 87.37%
September 30, 2022 80.26%
Date Value
August 31, 2022 77.63%
July 31, 2022 77.63%
June 30, 2022 77.63%
May 31, 2022 77.63%
April 30, 2022 77.63%
March 31, 2022 77.63%
February 28, 2022 77.63%
January 31, 2022 77.63%
December 31, 2021 77.63%
November 30, 2021 77.63%
October 31, 2021 77.63%
September 30, 2021 77.63%
August 31, 2021 77.63%
July 31, 2021 77.63%
June 30, 2021 77.63%
May 31, 2021 77.63%
April 30, 2021 77.63%
March 31, 2021 77.63%
February 28, 2021 77.63%
January 31, 2021 77.63%
December 31, 2020 77.63%
November 30, 2020 77.63%
October 31, 2020 77.63%
September 30, 2020 77.63%
August 31, 2020 77.63%

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

75.86%
Minimum
Nov 2019
92.92%
Maximum
Apr 2024
82.83%
Average
77.63%
Median
Mar 2020