Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2022 99.91%
August 31, 2022 99.91%
July 31, 2022 99.91%
June 30, 2022 99.91%
May 31, 2022 99.91%
April 30, 2022 99.91%
March 31, 2022 99.91%
February 28, 2022 99.91%
January 31, 2022 99.91%
December 31, 2021 99.91%
November 30, 2021 99.91%
October 31, 2021 99.91%
September 30, 2021 99.91%
August 31, 2021 99.71%
July 31, 2021 99.71%
June 30, 2021 99.71%
May 31, 2021 99.71%
April 30, 2021 99.71%
March 31, 2021 99.71%
February 28, 2021 99.71%
January 31, 2021 99.71%
December 31, 2020 99.71%
November 30, 2020 99.71%
October 31, 2020 99.71%
September 30, 2020 99.71%
Date Value
August 31, 2020 99.71%
July 31, 2020 99.71%
June 30, 2020 99.71%
May 31, 2020 99.71%
April 30, 2020 99.71%
March 31, 2020 99.71%
February 29, 2020 99.71%
January 31, 2020 99.71%
December 31, 2019 99.71%
November 30, 2019 99.58%
October 31, 2019 99.58%
September 30, 2019 99.43%
August 31, 2019 99.43%
July 31, 2019 99.43%
June 30, 2019 99.43%
May 31, 2019 99.43%
April 30, 2019 99.43%
March 31, 2019 99.43%
February 28, 2019 99.43%
January 31, 2019 99.43%
December 31, 2018 99.43%
November 30, 2018 98.83%
October 31, 2018 94.29%
September 30, 2018 94.29%
August 31, 2018 94.29%

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

99.43%
Minimum
May 2019
99.91%
Maximum
Sep 2021
99.74%
Average
99.71%
Median
Dec 2019

Max Drawdown (5Y) Benchmarks