Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 88.33%
September 30, 2024 88.33%
August 31, 2024 88.33%
July 31, 2024 88.33%
June 30, 2024 88.33%
May 31, 2024 88.33%
April 30, 2024 92.16%
March 31, 2024 92.77%
February 29, 2024 95.04%
January 31, 2024 96.49%
December 31, 2023 96.91%
November 30, 2023 96.96%
October 31, 2023 97.13%
September 30, 2023 97.37%
August 31, 2023 97.37%
July 31, 2023 97.37%
June 30, 2023 97.37%
May 31, 2023 97.37%
April 30, 2023 97.37%
March 31, 2023 97.37%
February 28, 2023 97.37%
January 31, 2023 97.37%
December 31, 2022 97.37%
November 30, 2022 97.37%
October 31, 2022 97.37%
Date Value
September 30, 2022 97.37%
August 31, 2022 97.60%
July 31, 2022 97.60%
June 30, 2022 97.69%
May 31, 2022 97.69%
April 30, 2022 97.69%
March 31, 2022 97.69%
February 28, 2022 97.69%
January 31, 2022 97.69%
December 31, 2021 97.69%
November 30, 2021 97.69%
October 31, 2021 97.69%
September 30, 2021 97.69%
August 31, 2021 97.69%
July 31, 2021 97.69%
June 30, 2021 97.69%
May 31, 2021 97.69%
April 30, 2021 97.69%
March 31, 2021 97.69%
February 28, 2021 97.69%
January 31, 2021 97.69%
December 31, 2020 97.69%
November 30, 2020 97.69%
October 31, 2020 97.69%
September 30, 2020 97.69%

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

88.33%
Minimum
May 2024
97.69%
Maximum
Nov 2019
96.41%
Average
97.69%
Median
Nov 2019