Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 100.00%
August 31, 2024 100.00%
July 31, 2024 100.00%
June 30, 2024 99.98%
May 31, 2024 99.93%
April 30, 2024 99.93%
March 31, 2024 99.93%
February 29, 2024 99.93%
January 31, 2024 99.93%
December 31, 2023 99.93%
November 30, 2023 99.85%
October 31, 2023 99.82%
September 30, 2023 99.80%
August 31, 2023 99.80%
July 31, 2023 99.80%
June 30, 2023 99.80%
May 31, 2023 99.80%
April 30, 2023 99.80%
March 31, 2023 99.80%
February 28, 2023 99.80%
January 31, 2023 99.80%
December 31, 2022 99.80%
November 30, 2022 99.80%
October 31, 2022 99.64%
September 30, 2022 99.40%
Date Value
August 31, 2022 99.40%
July 31, 2022 99.40%
June 30, 2022 99.40%
May 31, 2022 99.40%
April 30, 2022 99.40%
March 31, 2022 99.40%
February 28, 2022 99.40%
January 31, 2022 99.40%
December 31, 2021 99.40%
November 30, 2021 99.40%
October 31, 2021 99.40%
September 30, 2021 99.40%
August 31, 2021 99.40%
July 31, 2021 99.40%
June 30, 2021 99.40%
May 31, 2021 99.40%
April 30, 2021 99.40%
March 31, 2021 99.40%
February 28, 2021 99.40%
January 31, 2021 99.40%
December 31, 2020 99.40%
November 30, 2020 99.40%
October 31, 2020 99.40%
September 30, 2020 99.40%
August 31, 2020 99.40%

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

94.50%
Minimum
Nov 2019
100.00%
Maximum
Jul 2024
99.42%
Average
99.40%
Median
Feb 2020