Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2024 100.0%
August 31, 2024 100.0%
July 31, 2024 100.0%
June 30, 2024 100.0%
May 31, 2024 100.0%
April 30, 2024 100.0%
March 31, 2024 100.0%
February 29, 2024 100.0%
January 31, 2024 100.0%
December 31, 2023 100.0%
November 30, 2023 100.0%
October 31, 2023 100.0%
September 30, 2023 100.00%
August 31, 2023 100.00%
July 31, 2023 100.00%
June 30, 2023 100.00%
May 31, 2023 100.00%
April 30, 2023 100.00%
March 31, 2023 99.96%
February 28, 2023 99.96%
January 31, 2023 99.96%
December 31, 2022 99.96%
November 30, 2022 99.62%
October 31, 2022 98.94%
September 30, 2022 98.93%
Date Value
August 31, 2022 98.05%
July 31, 2022 95.63%
June 30, 2022 95.63%
May 31, 2022 95.63%
April 30, 2022 95.63%
March 31, 2022 94.60%
February 28, 2022 93.22%
January 31, 2022 92.69%
December 31, 2021 92.69%
November 30, 2021 92.69%
October 31, 2021 92.69%
September 30, 2021 92.69%
August 31, 2021 92.69%
July 31, 2021 92.69%
June 30, 2021 92.69%
May 31, 2021 92.69%
April 30, 2021 92.69%
March 31, 2021 92.69%
February 28, 2021 92.69%
January 31, 2021 92.69%
December 31, 2020 92.69%
November 30, 2020 92.69%
October 31, 2020 92.69%
September 30, 2020 92.69%
August 31, 2020 92.69%

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

90.85%
Minimum
Nov 2019
100.0%
Maximum
Oct 2023
95.95%
Average
95.63%
Median
Apr 2022