Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.93%
March 31, 2024 99.93%
February 29, 2024 99.93%
January 31, 2024 99.90%
December 31, 2023 99.90%
November 30, 2023 99.90%
October 31, 2023 99.90%
September 30, 2023 99.90%
August 31, 2023 99.90%
July 31, 2023 99.90%
June 30, 2023 99.90%
May 31, 2023 99.90%
April 30, 2023 99.86%
March 31, 2023 99.86%
February 28, 2023 99.86%
January 31, 2023 99.86%
December 31, 2022 99.86%
November 30, 2022 99.86%
October 31, 2022 99.86%
September 30, 2022 99.86%
August 31, 2022 99.86%
July 31, 2022 99.86%
June 30, 2022 99.86%
May 31, 2022 99.86%
April 30, 2022 99.86%
Date Value
March 31, 2022 99.86%
February 28, 2022 99.79%
January 31, 2022 99.79%
December 31, 2021 99.79%
November 30, 2021 99.79%
October 31, 2021 99.76%
September 30, 2021 99.76%
August 31, 2021 99.76%
July 31, 2021 99.76%
June 30, 2021 99.76%
May 31, 2021 99.76%
April 30, 2021 99.76%
March 31, 2021 99.76%
February 28, 2021 99.76%
January 31, 2021 99.76%
December 31, 2020 99.76%
November 30, 2020 99.76%
October 31, 2020 99.76%
September 30, 2020 99.76%
August 31, 2020 99.76%
July 31, 2020 99.76%
June 30, 2020 99.76%
May 31, 2020 99.62%
April 30, 2020 99.62%
March 31, 2020 99.62%

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

99.62%
Minimum
Feb 2020
99.93%
Maximum
Feb 2024
99.82%
Average
99.84%
Median
Jun 2019

Max Drawdown (5Y) Benchmarks