Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2024 99.98%
April 30, 2024 99.97%
March 31, 2024 99.97%
February 29, 2024 99.97%
January 31, 2024 99.97%
December 31, 2023 99.97%
November 30, 2023 99.97%
October 31, 2023 99.97%
September 30, 2023 99.97%
August 31, 2023 99.97%
July 31, 2023 99.97%
June 30, 2023 99.97%
May 31, 2023 99.97%
April 30, 2023 99.97%
March 31, 2023 99.97%
February 28, 2023 99.97%
January 31, 2023 99.97%
December 31, 2022 99.97%
November 30, 2022 99.97%
October 31, 2022 99.97%
September 30, 2022 99.97%
August 31, 2022 99.97%
July 31, 2022 99.97%
June 30, 2022 99.97%
May 31, 2022 99.97%
Date Value
April 30, 2022 99.83%
March 31, 2022 99.83%
February 28, 2022 99.83%
January 31, 2022 99.83%
December 31, 2021 99.50%
November 30, 2021 99.50%
October 31, 2021 99.50%
September 30, 2021 99.50%
August 31, 2021 99.50%
July 31, 2021 99.50%
June 30, 2021 99.72%
May 31, 2021 99.76%
April 30, 2021 99.80%
March 31, 2021 99.80%
February 28, 2021 99.80%
January 31, 2021 99.80%
December 31, 2020 99.80%
November 30, 2020 99.80%
October 31, 2020 99.80%
September 30, 2020 99.80%
August 31, 2020 99.80%
July 31, 2020 99.80%
June 30, 2020 99.80%
May 31, 2020 99.80%
April 30, 2020 99.80%

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

99.50%
Minimum
Jul 2021
99.98%
Maximum
May 2024
99.84%
Average
99.80%
Median
Jun 2019

Max Drawdown (5Y) Benchmarks