Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 100.0%
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 100.0%
December 31, 2023 100.0%
November 30, 2023 99.50%
October 31, 2023 99.50%
September 30, 2023 99.50%
August 31, 2023 99.50%
July 31, 2023 99.50%
June 30, 2023 99.42%
May 31, 2023 97.19%
April 30, 2023 97.19%
March 31, 2023 97.19%
February 28, 2023 96.56%
January 31, 2023 96.30%
December 31, 2022 96.30%
November 30, 2022 95.78%
October 31, 2022 95.78%
Date Value
September 30, 2022 95.78%
August 31, 2022 95.78%
July 31, 2022 95.78%
June 30, 2022 95.78%
May 31, 2022 88.48%
April 30, 2022 85.60%
March 31, 2022 85.60%
February 28, 2022 85.60%
January 31, 2022 85.60%
December 31, 2021 85.60%
November 30, 2021 85.60%
October 31, 2021 85.60%
September 30, 2021 85.60%
August 31, 2021 80.81%
July 31, 2021 80.81%
June 30, 2021 80.81%
May 31, 2021 80.81%
April 30, 2021 80.81%
March 31, 2021 80.81%
February 28, 2021 80.81%
January 31, 2021 80.81%
December 31, 2020 80.81%
November 30, 2020 80.81%
October 31, 2020 80.81%
September 30, 2020 80.81%

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

80.81%
Minimum
Nov 2019
100.0%
Maximum
Dec 2023
90.06%
Average
87.04%
Median