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 100.00%
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 99.88%
April 30, 2023 99.88%
March 31, 2023 99.73%
February 28, 2023 99.47%
January 31, 2023 99.47%
December 31, 2022 99.47%
November 30, 2022 99.47%
October 31, 2022 99.47%
September 30, 2022 99.47%
Date Value
August 31, 2022 99.47%
July 31, 2022 99.47%
June 30, 2022 99.47%
May 31, 2022 99.47%
April 30, 2022 99.47%
March 31, 2022 99.47%
February 28, 2022 99.47%
January 31, 2022 99.47%
December 31, 2021 99.81%
November 30, 2021 99.81%
October 31, 2021 99.81%
September 30, 2021 99.81%
August 31, 2021 99.81%
July 31, 2021 99.81%
June 30, 2021 99.81%
May 31, 2021 99.81%
April 30, 2021 99.81%
March 31, 2021 99.81%
February 28, 2021 99.81%
January 31, 2021 99.81%
December 31, 2020 99.81%
November 30, 2020 99.81%
October 31, 2020 99.81%
September 30, 2020 99.81%
August 31, 2020 99.81%

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

99.47%
Minimum
Jan 2022
100.00%
Maximum
Dec 2023
99.77%
Average
99.81%
Median
Nov 2019