Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.25%
August 31, 2024 99.25%
July 31, 2024 99.25%
June 30, 2024 99.25%
May 31, 2024 99.25%
April 30, 2024 99.25%
March 31, 2024 99.25%
February 29, 2024 99.25%
January 31, 2024 99.25%
December 31, 2023 99.25%
November 30, 2023 99.25%
October 31, 2023 99.25%
September 30, 2023 99.25%
August 31, 2023 99.25%
July 31, 2023 99.25%
June 30, 2023 99.25%
May 31, 2023 99.25%
April 30, 2023 99.25%
March 31, 2023 99.25%
February 28, 2023 99.25%
January 31, 2023 99.25%
December 31, 2022 99.25%
November 30, 2022 99.25%
October 31, 2022 99.25%
September 30, 2022 99.25%
Date Value
August 31, 2022 99.25%
July 31, 2022 99.25%
June 30, 2022 98.24%
May 31, 2022 98.24%
April 30, 2022 98.33%
March 31, 2022 99.58%
February 28, 2022 99.58%
January 31, 2022 99.58%
December 31, 2021 99.58%
November 30, 2021 99.58%
October 31, 2021 99.58%
September 30, 2021 99.58%
August 31, 2021 99.58%
July 31, 2021 99.58%
June 30, 2021 99.58%
May 31, 2021 99.58%
April 30, 2021 99.58%
March 31, 2021 99.58%
February 28, 2021 99.58%
January 31, 2021 99.75%
December 31, 2020 99.75%
November 30, 2020 99.75%
October 31, 2020 99.75%
September 30, 2020 99.75%
August 31, 2020 99.75%

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

98.24%
Minimum
May 2022
99.75%
Maximum
Nov 2019
99.40%
Average
99.25%
Median
Jul 2022

Max Drawdown (5Y) Benchmarks