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 100.00%
June 30, 2024 100.00%
May 31, 2024 100.00%
April 30, 2024 100.00%
March 31, 2024 100.00%
February 29, 2024 100.00%
January 31, 2024 100.00%
December 31, 2023 99.99%
November 30, 2023 99.88%
October 31, 2023 99.88%
September 30, 2023 99.88%
August 31, 2023 99.88%
July 31, 2023 99.88%
June 30, 2023 99.88%
May 31, 2023 96.44%
April 30, 2023 95.25%
March 31, 2023 95.25%
February 28, 2023 95.25%
January 31, 2023 95.25%
December 31, 2022 96.30%
November 30, 2022 96.30%
October 31, 2022 98.99%
September 30, 2022 99.16%
Date Value
August 31, 2022 99.16%
July 31, 2022 99.19%
June 30, 2022 99.19%
May 31, 2022 99.19%
April 30, 2022 99.19%
March 31, 2022 99.19%
February 28, 2022 99.19%
January 31, 2022 99.19%
December 31, 2021 99.19%
November 30, 2021 99.19%
October 31, 2021 99.22%
September 30, 2021 99.45%
August 31, 2021 99.45%
July 31, 2021 99.45%
June 30, 2021 99.45%
May 31, 2021 99.45%
April 30, 2021 99.45%
March 31, 2021 99.45%
February 28, 2021 99.45%
January 31, 2021 99.45%
December 31, 2020 99.45%
November 30, 2020 99.45%
October 31, 2020 99.55%
September 30, 2020 99.87%
August 31, 2020 99.87%

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

95.25%
Minimum
Jan 2023
100.00%
Maximum
Jan 2024
99.16%
Average
99.45%
Median
Nov 2020