Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 66.67%
August 31, 2024 66.67%
July 31, 2024 66.67%
June 30, 2024 66.67%
May 31, 2024 66.67%
April 30, 2024 66.67%
March 31, 2024 66.67%
February 29, 2024 66.67%
January 31, 2024 66.67%
December 31, 2023 66.67%
November 30, 2023 66.67%
October 31, 2023 66.67%
September 30, 2023 66.67%
August 31, 2023 66.67%
July 31, 2023 70.00%
June 30, 2023 70.00%
May 31, 2023 70.00%
April 30, 2023 73.33%
March 31, 2023 80.00%
February 28, 2023 80.00%
January 31, 2023 86.67%
December 31, 2022 86.67%
November 30, 2022 86.67%
October 31, 2022 86.67%
September 30, 2022 86.67%
Date Value
August 31, 2022 86.67%
July 31, 2022 86.67%
June 30, 2022 86.67%
May 31, 2022 86.67%
April 30, 2022 86.67%
March 31, 2022 86.67%
February 28, 2022 86.67%
January 31, 2022 86.67%
December 31, 2021 86.67%
November 30, 2021 86.67%
October 31, 2021 86.67%
September 30, 2021 86.67%
August 31, 2021 86.67%
July 31, 2021 86.67%
June 30, 2021 86.67%
May 31, 2021 86.67%
April 30, 2021 86.67%
March 31, 2021 86.67%
February 28, 2021 86.67%
January 31, 2021 86.67%
December 31, 2020 86.67%
November 30, 2020 87.88%
October 31, 2020 88.24%
September 30, 2020 91.89%
August 31, 2020 92.31%

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

66.67%
Minimum
Aug 2023
95.65%
Maximum
Nov 2019
81.77%
Average
86.67%
Median
Dec 2020

Max Drawdown (5Y) Benchmarks

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.310