Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.39%
August 31, 2024 99.39%
July 31, 2024 99.39%
June 30, 2024 99.39%
May 31, 2024 99.39%
April 30, 2024 99.39%
March 31, 2024 99.39%
February 29, 2024 99.39%
January 31, 2024 99.39%
December 31, 2023 99.39%
November 30, 2023 98.78%
October 31, 2023 98.78%
September 30, 2023 98.48%
August 31, 2023 98.48%
July 31, 2023 96.95%
June 30, 2023 96.65%
May 31, 2023 96.34%
April 30, 2023 96.34%
March 31, 2023 96.34%
February 28, 2023 96.04%
January 31, 2023 96.04%
December 31, 2022 96.04%
November 30, 2022 94.21%
October 31, 2022 91.77%
September 30, 2022 91.16%
Date Value
August 31, 2022 89.33%
July 31, 2022 89.33%
June 30, 2022 88.72%
May 31, 2022 87.20%
April 30, 2022 75.30%
March 31, 2022 65.85%
February 28, 2022 64.63%
January 31, 2022 64.63%
December 31, 2021 64.63%
November 30, 2021 62.80%
October 31, 2021 62.80%
September 30, 2021 62.80%
August 31, 2021 57.32%
July 31, 2021 53.66%
June 30, 2021 47.56%
May 31, 2021 42.68%
April 30, 2021 42.68%
March 31, 2021 31.71%
February 28, 2021 23.61%
January 31, 2021 23.61%
December 31, 2020 14.73%
November 30, 2020 9.09%
October 31, 2020 9.09%
September 30, 2020 9.09%
August 31, 2020 9.09%

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

9.09%
Minimum
Nov 2019
99.39%
Maximum
Dec 2023
63.90%
Average
75.30%
Median
Apr 2022