Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.17%
March 31, 2024 99.17%
February 29, 2024 99.17%
January 31, 2024 99.17%
December 31, 2023 99.17%
November 30, 2023 99.17%
October 31, 2023 99.17%
September 30, 2023 99.17%
August 31, 2023 99.17%
July 31, 2023 99.17%
June 30, 2023 99.17%
May 31, 2023 99.17%
April 30, 2023 99.17%
March 31, 2023 98.25%
February 28, 2023 93.75%
January 31, 2023 93.75%
December 31, 2022 93.75%
November 30, 2022 93.75%
October 31, 2022 93.75%
September 30, 2022 93.75%
August 31, 2022 93.75%
July 31, 2022 93.75%
June 30, 2022 93.75%
May 31, 2022 93.75%
April 30, 2022 93.75%
Date Value
March 31, 2022 93.75%
February 28, 2022 93.75%
January 31, 2022 93.75%
December 31, 2021 93.75%
November 30, 2021 96.08%
October 31, 2021 96.08%
September 30, 2021 96.08%
August 31, 2021 96.08%
July 31, 2021 96.08%
June 30, 2021 96.08%
May 31, 2021 96.08%
April 30, 2021 96.08%
March 31, 2021 96.08%
February 28, 2021 96.08%
January 31, 2021 96.08%
December 31, 2020 96.08%
November 30, 2020 96.08%
October 31, 2020 96.08%
September 30, 2020 96.08%
August 31, 2020 96.08%
July 31, 2020 96.08%
June 30, 2020 96.08%
May 31, 2020 96.08%
April 30, 2020 96.08%
March 31, 2020 96.08%

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

93.75%
Minimum
Dec 2021
99.17%
Maximum
Apr 2023
96.20%
Average
96.08%
Median
May 2019

Max Drawdown (5Y) Benchmarks