Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 99.52%
August 31, 2024 99.52%
July 31, 2024 99.52%
June 30, 2024 99.52%
May 31, 2024 99.52%
April 30, 2024 99.52%
March 31, 2024 99.35%
February 29, 2024 99.35%
January 31, 2024 99.35%
December 31, 2023 99.19%
November 30, 2023 98.55%
October 31, 2023 99.50%
September 30, 2023 99.50%
August 31, 2023 99.55%
July 31, 2023 99.55%
June 30, 2023 99.55%
May 31, 2023 99.67%
April 30, 2023 99.71%
March 31, 2023 99.71%
February 28, 2023 99.71%
January 31, 2023 99.76%
December 31, 2022 99.81%
November 30, 2022 99.81%
October 31, 2022 99.81%
September 30, 2022 99.81%
Date Value
August 31, 2022 99.81%
July 31, 2022 99.81%
June 30, 2022 99.81%
May 31, 2022 99.81%
April 30, 2022 99.81%
March 31, 2022 99.81%
February 28, 2022 99.81%
January 31, 2022 99.81%
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

98.55%
Minimum
Nov 2023
99.81%
Maximum
Nov 2019
99.69%
Average
99.81%
Median
Nov 2019