Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 100.00%
August 31, 2024 100.00%
July 31, 2024 100.00%
June 30, 2024 100.00%
May 31, 2024 100.00%
April 30, 2024 100.00%
March 31, 2024 100.00%
February 29, 2024 100.00%
January 31, 2024 100.00%
December 31, 2023 100.00%
November 30, 2023 99.51%
October 31, 2023 99.51%
September 30, 2023 99.51%
August 31, 2023 99.51%
July 31, 2023 92.68%
June 30, 2023 92.68%
May 31, 2023 92.68%
April 30, 2023 92.68%
March 31, 2023 92.68%
February 28, 2023 92.68%
January 31, 2023 92.68%
December 31, 2022 95.00%
November 30, 2022 99.20%
October 31, 2022 99.20%
September 30, 2022 99.20%
Date Value
August 31, 2022 99.54%
July 31, 2022 99.54%
June 30, 2022 99.60%
May 31, 2022 99.60%
April 30, 2022 99.60%
March 31, 2022 99.60%
February 28, 2022 99.60%
January 31, 2022 99.60%
December 31, 2021 99.70%
November 30, 2021 99.70%
October 31, 2021 99.70%
September 30, 2021 99.70%
August 31, 2021 99.70%
July 31, 2021 99.70%
June 30, 2021 99.70%
May 31, 2021 99.70%
April 30, 2021 99.70%
March 31, 2021 99.70%
February 28, 2021 99.80%
January 31, 2021 99.80%
December 31, 2020 99.80%
November 30, 2020 99.80%
October 31, 2020 99.80%
September 30, 2020 99.80%
August 31, 2020 99.80%

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

92.68%
Minimum
Jan 2023
100.00%
Maximum
Dec 2023
98.81%
Average
99.70%
Median
Mar 2021