Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 100.0%
August 31, 2024 100.0%
July 31, 2024 100.0%
June 30, 2024 100.0%
May 31, 2024 100.0%
April 30, 2024 100.0%
March 31, 2024 100.0%
February 29, 2024 100.0%
January 31, 2024 100.00%
December 31, 2023 100.00%
November 30, 2023 99.99%
October 31, 2023 99.97%
September 30, 2023 99.97%
August 31, 2023 99.97%
July 31, 2023 99.97%
June 30, 2023 99.90%
May 31, 2023 99.90%
April 30, 2023 99.78%
March 31, 2023 99.78%
February 28, 2023 99.78%
January 31, 2023 99.78%
December 31, 2022 99.78%
November 30, 2022 99.78%
October 31, 2022 99.78%
September 30, 2022 99.78%
Date Value
August 31, 2022 95.86%
July 31, 2022 93.93%
June 30, 2022 93.38%
May 31, 2022 91.59%
April 30, 2022 89.60%
March 31, 2022 89.25%
February 28, 2022 89.25%
January 31, 2022 88.97%
December 31, 2021 83.16%
November 30, 2021 83.16%
October 31, 2021 83.16%
September 30, 2021 83.16%
August 31, 2021 83.16%
July 31, 2021 83.16%
June 30, 2021 83.16%
May 31, 2021 83.16%
April 30, 2021 83.16%
March 31, 2021 83.16%
February 28, 2021 83.16%
January 31, 2021 83.16%
December 31, 2020 83.16%
November 30, 2020 83.16%
October 31, 2020 83.16%
September 30, 2020 83.16%
August 31, 2020 83.16%

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

73.60%
Minimum
Nov 2019
100.0%
Maximum
Feb 2024
90.74%
Average
89.60%
Median
Apr 2022