Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.90%
August 31, 2024 99.90%
July 31, 2024 99.90%
June 30, 2024 99.90%
May 31, 2024 99.90%
April 30, 2024 99.90%
March 31, 2024 99.90%
February 29, 2024 99.90%
January 31, 2024 99.90%
December 31, 2023 99.90%
November 30, 2023 99.90%
October 31, 2023 99.90%
September 30, 2023 99.90%
August 31, 2023 99.90%
July 31, 2023 99.90%
June 30, 2023 99.90%
May 31, 2023 99.90%
April 30, 2023 99.90%
March 31, 2023 99.90%
February 28, 2023 99.90%
January 31, 2023 99.90%
December 31, 2022 99.90%
November 30, 2022 99.90%
October 31, 2022 99.90%
September 30, 2022 99.90%
Date Value
August 31, 2022 99.89%
July 31, 2022 99.89%
June 30, 2022 99.89%
May 31, 2022 99.89%
April 30, 2022 99.89%
March 31, 2022 99.89%
February 28, 2022 99.89%
January 31, 2022 99.89%
December 31, 2021 99.89%
November 30, 2021 99.89%
October 31, 2021 99.89%
September 30, 2021 99.89%
August 31, 2021 99.89%
July 31, 2021 99.89%
June 30, 2021 99.89%
May 31, 2021 98.90%
April 30, 2021 98.95%
March 31, 2021 99.23%
February 28, 2021 99.52%
January 31, 2021 99.52%
December 31, 2020 99.68%
November 30, 2020 99.68%
October 31, 2020 99.68%
September 30, 2020 99.68%
August 31, 2020 99.68%

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

98.90%
Minimum
May 2021
99.90%
Maximum
Sep 2022
99.79%
Average
99.89%
Median
Jun 2021