Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.47%
August 31, 2024 99.37%
July 31, 2024 99.09%
June 30, 2024 99.09%
May 31, 2024 99.09%
April 30, 2024 99.09%
March 31, 2024 99.09%
February 29, 2024 99.09%
January 31, 2024 99.09%
December 31, 2023 99.09%
November 30, 2023 99.09%
October 31, 2023 99.00%
September 30, 2023 97.32%
August 31, 2023 97.32%
July 31, 2023 97.32%
June 30, 2023 97.32%
May 31, 2023 97.32%
April 30, 2023 97.32%
March 31, 2023 97.32%
February 28, 2023 97.32%
January 31, 2023 97.32%
December 31, 2022 97.32%
November 30, 2022 97.32%
October 31, 2022 97.32%
September 30, 2022 97.32%
Date Value
August 31, 2022 97.32%
July 31, 2022 97.32%
June 30, 2022 97.32%
May 31, 2022 97.32%
April 30, 2022 97.32%
March 31, 2022 97.32%
February 28, 2022 97.32%
January 31, 2022 97.32%
December 31, 2021 97.32%
November 30, 2021 96.51%
October 31, 2021 95.13%
September 30, 2021 93.63%
August 31, 2021 93.63%
July 31, 2021 93.63%
June 30, 2021 93.63%
May 31, 2021 93.63%
April 30, 2021 93.63%
March 31, 2021 93.63%
February 28, 2021 93.63%
January 31, 2021 93.63%
December 31, 2020 93.63%
November 30, 2020 93.63%
October 31, 2020 88.61%
September 30, 2020 88.61%
August 31, 2020 88.61%

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

88.61%
Minimum
Nov 2019
99.47%
Maximum
Sep 2024
95.18%
Average
97.32%
Median
Dec 2021

Max Drawdown (5Y) Benchmarks