Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.95%
August 31, 2024 99.95%
July 31, 2024 99.95%
June 30, 2024 99.73%
May 31, 2024 99.73%
April 30, 2024 99.73%
March 31, 2024 99.62%
February 29, 2024 99.62%
January 31, 2024 99.62%
December 31, 2023 99.62%
November 30, 2023 99.62%
October 31, 2023 99.62%
September 30, 2023 99.62%
August 31, 2023 99.62%
July 31, 2023 99.62%
June 30, 2023 99.62%
May 31, 2023 99.62%
April 30, 2023 99.40%
March 31, 2023 99.40%
February 28, 2023 99.40%
January 31, 2023 99.40%
December 31, 2022 99.40%
November 30, 2022 99.40%
October 31, 2022 99.40%
September 30, 2022 99.40%
Date Value
August 31, 2022 99.40%
July 31, 2022 99.40%
June 30, 2022 99.40%
May 31, 2022 99.40%
April 30, 2022 99.40%
March 31, 2022 99.40%
February 28, 2022 99.40%
January 31, 2022 99.40%
December 31, 2021 99.40%
November 30, 2021 99.40%
October 31, 2021 99.40%
September 30, 2021 99.11%
August 31, 2021 99.11%
July 31, 2021 99.11%
June 30, 2021 99.11%
May 31, 2021 99.11%
April 30, 2021 99.11%
March 31, 2021 99.11%
February 28, 2021 99.11%
January 31, 2021 99.11%
December 31, 2020 99.11%
November 30, 2020 99.11%
October 31, 2020 99.11%
September 30, 2020 99.23%
August 31, 2020 99.23%

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

99.11%
Minimum
Oct 2020
99.95%
Maximum
Jul 2024
99.39%
Average
99.40%
Median
Oct 2021