Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 89.99%
August 31, 2024 89.99%
July 31, 2024 92.40%
June 30, 2024 92.40%
May 31, 2024 92.40%
April 30, 2024 96.97%
March 31, 2024 96.97%
February 29, 2024 96.97%
January 31, 2024 97.89%
December 31, 2023 97.92%
November 30, 2023 97.92%
October 31, 2023 97.92%
September 30, 2023 97.92%
August 31, 2023 97.92%
July 31, 2023 97.92%
June 30, 2023 97.92%
May 31, 2023 97.92%
April 30, 2023 97.92%
March 31, 2023 97.92%
February 28, 2023 97.92%
January 31, 2023 97.92%
December 31, 2022 97.92%
November 30, 2022 97.92%
October 31, 2022 97.92%
September 30, 2022 98.30%
Date Value
August 31, 2022 98.30%
July 31, 2022 98.30%
June 30, 2022 98.30%
May 31, 2022 98.30%
April 30, 2022 98.30%
March 31, 2022 98.30%
February 28, 2022 98.30%
January 31, 2022 98.30%
December 31, 2021 98.78%
November 30, 2021 99.25%
October 31, 2021 99.34%
September 30, 2021 99.35%
August 31, 2021 99.35%
July 31, 2021 99.35%
June 30, 2021 99.35%
May 31, 2021 99.35%
April 30, 2021 99.35%
March 31, 2021 99.35%
February 28, 2021 99.35%
January 31, 2021 99.35%
December 31, 2020 99.35%
November 30, 2020 99.35%
October 31, 2020 99.35%
September 30, 2020 99.35%
August 31, 2020 99.35%

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

89.99%
Minimum
Aug 2024
99.35%
Maximum
Nov 2019
98.00%
Average
98.30%
Median
Jan 2022