Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 76.17%
September 30, 2024 76.17%
August 31, 2024 76.17%
July 31, 2024 76.17%
June 30, 2024 76.17%
May 31, 2024 76.17%
April 30, 2024 76.17%
March 31, 2024 76.17%
February 29, 2024 76.17%
January 31, 2024 76.17%
December 31, 2023 76.17%
November 30, 2023 76.17%
October 31, 2023 76.17%
September 30, 2023 76.17%
August 31, 2023 76.17%
July 31, 2023 76.17%
June 30, 2023 76.17%
May 31, 2023 76.17%
April 30, 2023 76.17%
March 31, 2023 76.17%
February 28, 2023 76.17%
January 31, 2023 76.17%
December 31, 2022 76.17%
November 30, 2022 76.17%
October 31, 2022 76.17%
Date Value
September 30, 2022 76.17%
August 31, 2022 73.60%
July 31, 2022 73.14%
June 30, 2022 71.03%
May 31, 2022 70.58%
April 30, 2022 65.24%
March 31, 2022 65.24%
February 28, 2022 65.24%
January 31, 2022 65.24%
December 31, 2021 67.53%
November 30, 2021 72.73%
October 31, 2021 72.73%
September 30, 2021 72.73%
August 31, 2021 72.73%
July 31, 2021 72.73%
June 30, 2021 75.40%
May 31, 2021 84.88%
April 30, 2021 84.88%
March 31, 2021 90.34%
February 28, 2021 94.60%
January 31, 2021 96.79%
December 31, 2020 97.13%
November 30, 2020 97.13%
October 31, 2020 97.13%
September 30, 2020 97.13%

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

65.24%
Minimum
Jan 2022
97.13%
Maximum
Nov 2019
80.79%
Average
76.17%
Median
Sep 2022