Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 84.75%
August 31, 2024 84.75%
July 31, 2024 84.75%
June 30, 2024 84.75%
May 31, 2024 84.75%
April 30, 2024 84.75%
March 31, 2024 84.75%
February 29, 2024 84.75%
January 31, 2024 84.75%
December 31, 2023 84.75%
November 30, 2023 84.75%
October 31, 2023 84.75%
September 30, 2023 84.75%
August 31, 2023 84.75%
July 31, 2023 84.75%
June 30, 2023 84.75%
May 31, 2023 84.75%
April 30, 2023 84.75%
March 31, 2023 84.75%
February 28, 2023 84.75%
January 31, 2023 84.75%
December 31, 2022 84.75%
November 30, 2022 81.36%
October 31, 2022 81.36%
September 30, 2022 85.00%
Date Value
August 31, 2022 85.00%
July 31, 2022 85.00%
June 30, 2022 85.00%
May 31, 2022 85.00%
April 30, 2022 85.00%
March 31, 2022 85.00%
February 28, 2022 85.00%
January 31, 2022 85.00%
December 31, 2021 85.00%
November 30, 2021 85.00%
October 31, 2021 87.27%
September 30, 2021 91.43%
August 31, 2021 91.43%
July 31, 2021 91.89%
June 30, 2021 92.70%
May 31, 2021 92.70%
April 30, 2021 94.80%
March 31, 2021 95.77%
February 28, 2021 95.77%
January 31, 2021 96.04%
December 31, 2020 96.62%
November 30, 2020 96.97%
October 31, 2020 96.97%
September 30, 2020 96.97%
August 31, 2020 96.97%

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

81.36%
Minimum
Oct 2022
98.32%
Maximum
Nov 2019
89.05%
Average
85.00%
Median
Nov 2021