Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 96.10%
August 31, 2024 96.10%
July 31, 2024 96.10%
June 30, 2024 96.10%
May 31, 2024 96.10%
April 30, 2024 96.10%
March 31, 2024 96.10%
February 29, 2024 96.10%
January 31, 2024 96.10%
December 31, 2023 96.10%
November 30, 2023 96.10%
October 31, 2023 96.10%
September 30, 2023 96.10%
August 31, 2023 96.10%
July 31, 2023 96.10%
June 30, 2023 96.10%
May 31, 2023 94.15%
April 30, 2023 94.15%
March 31, 2023 94.15%
February 28, 2023 94.15%
January 31, 2023 94.15%
December 31, 2022 92.14%
November 30, 2022 92.14%
October 31, 2022 92.14%
September 30, 2022 91.31%
Date Value
August 31, 2022 91.31%
July 31, 2022 91.31%
June 30, 2022 90.90%
May 31, 2022 90.90%
April 30, 2022 84.18%
March 31, 2022 84.18%
February 28, 2022 84.18%
January 31, 2022 84.18%
December 31, 2021 84.18%
November 30, 2021 79.34%
October 31, 2021 78.03%
September 30, 2021 78.03%
August 31, 2021 78.03%
July 31, 2021 73.27%
June 30, 2021 73.27%
May 31, 2021 73.27%
April 30, 2021 73.27%
March 31, 2021 73.27%
February 28, 2021 73.27%
January 31, 2021 73.27%
December 31, 2020 73.27%
November 30, 2020 73.27%
October 31, 2020 73.27%
September 30, 2020 73.27%
August 31, 2020 72.73%

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

72.73%
Minimum
Nov 2019
96.10%
Maximum
Jun 2023
84.88%
Average
84.18%
Median
Dec 2021