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 99.99%
June 30, 2024 99.99%
May 31, 2024 99.99%
April 30, 2024 99.97%
March 31, 2024 99.97%
February 29, 2024 99.96%
January 31, 2024 99.96%
December 31, 2023 99.96%
November 30, 2023 99.96%
October 31, 2023 99.96%
September 30, 2023 99.96%
August 31, 2023 99.97%
July 31, 2023 99.97%
June 30, 2023 99.97%
May 31, 2023 99.97%
April 30, 2023 99.97%
March 31, 2023 99.97%
February 28, 2023 99.97%
January 31, 2023 99.97%
December 31, 2022 99.97%
November 30, 2022 99.97%
October 31, 2022 99.97%
September 30, 2022 99.97%
Date Value
August 31, 2022 99.97%
July 31, 2022 99.97%
June 30, 2022 99.97%
May 31, 2022 99.97%
April 30, 2022 99.97%
March 31, 2022 99.97%
February 28, 2022 99.97%
January 31, 2022 99.97%
December 31, 2021 99.97%
November 30, 2021 99.97%
October 31, 2021 99.97%
September 30, 2021 99.97%
August 31, 2021 99.97%
July 31, 2021 99.97%
June 30, 2021 99.97%
May 31, 2021 99.97%
April 30, 2021 99.97%
March 31, 2021 99.97%
February 28, 2021 99.97%
January 31, 2021 99.97%
December 31, 2020 99.97%
November 30, 2020 99.97%
October 31, 2020 99.97%
September 30, 2020 99.97%
August 31, 2020 99.97%

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

99.96%
Minimum
Jan 2024
100.00%
Maximum
Sep 2024
99.97%
Average
99.97%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks