Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 95.70%
August 31, 2024 95.70%
July 31, 2024 95.70%
June 30, 2024 95.70%
May 31, 2024 95.70%
April 30, 2024 95.70%
March 31, 2024 95.70%
February 29, 2024 95.70%
January 31, 2024 95.70%
December 31, 2023 95.70%
November 30, 2023 95.70%
October 31, 2023 95.70%
September 30, 2023 95.70%
August 31, 2023 95.96%
July 31, 2023 96.38%
June 30, 2023 97.65%
May 31, 2023 98.21%
April 30, 2023 98.21%
March 31, 2023 98.21%
February 28, 2023 98.21%
January 31, 2023 98.21%
December 31, 2022 98.21%
November 30, 2022 98.21%
October 31, 2022 99.21%
September 30, 2022 99.21%
Date Value
August 31, 2022 99.21%
July 31, 2022 99.21%
June 30, 2022 99.21%
May 31, 2022 99.21%
April 30, 2022 99.29%
March 31, 2022 99.38%
February 28, 2022 99.42%
January 31, 2022 99.42%
December 31, 2021 99.42%
November 30, 2021 99.42%
October 31, 2021 99.42%
September 30, 2021 99.42%
August 31, 2021 99.42%
July 31, 2021 99.42%
June 30, 2021 99.42%
May 31, 2021 99.42%
April 30, 2021 99.42%
March 31, 2021 99.42%
February 28, 2021 99.42%
January 31, 2021 99.42%
December 31, 2020 99.49%
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

95.70%
Minimum
Sep 2023
99.68%
Maximum
Nov 2019
98.35%
Average
99.29%
Median
Apr 2022