Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.98%
August 31, 2024 99.98%
July 31, 2024 99.85%
June 30, 2024 99.85%
May 31, 2024 99.85%
April 30, 2024 99.38%
March 31, 2024 99.38%
February 29, 2024 99.38%
January 31, 2024 99.38%
December 31, 2023 99.38%
November 30, 2023 99.23%
October 31, 2023 99.23%
September 30, 2023 99.23%
August 31, 2023 99.23%
July 31, 2023 99.23%
June 30, 2023 99.23%
May 31, 2023 99.23%
April 30, 2023 99.23%
March 31, 2023 98.77%
February 28, 2023 98.65%
January 31, 2023 98.65%
December 31, 2022 98.65%
November 30, 2022 98.65%
October 31, 2022 98.65%
September 30, 2022 98.65%
Date Value
August 31, 2022 98.65%
July 31, 2022 99.06%
June 30, 2022 99.06%
May 31, 2022 99.06%
April 30, 2022 99.06%
March 31, 2022 99.06%
February 28, 2022 99.06%
January 31, 2022 99.06%
December 31, 2021 99.06%
November 30, 2021 99.06%
October 31, 2021 99.06%
September 30, 2021 99.06%
August 31, 2021 99.06%
July 31, 2021 99.06%
June 30, 2021 99.06%
May 31, 2021 99.37%
April 30, 2021 99.37%
March 31, 2021 99.37%
February 28, 2021 99.54%
January 31, 2021 99.57%
December 31, 2020 99.61%
November 30, 2020 99.64%
October 31, 2020 99.71%
September 30, 2020 99.74%
August 31, 2020 99.81%

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

98.65%
Minimum
Aug 2022
99.98%
Maximum
Aug 2024
99.35%
Average
99.23%
Median
Apr 2023