Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.98%
March 31, 2024 99.98%
February 29, 2024 99.98%
January 31, 2024 99.97%
December 31, 2023 99.97%
November 30, 2023 99.94%
October 31, 2023 99.79%
September 30, 2023 99.78%
August 31, 2023 99.78%
July 31, 2023 99.78%
June 30, 2023 99.78%
May 31, 2023 99.76%
April 30, 2023 99.76%
March 31, 2023 99.76%
February 28, 2023 99.76%
January 31, 2023 99.76%
December 31, 2022 99.76%
November 30, 2022 99.76%
October 31, 2022 99.72%
September 30, 2022 99.72%
August 31, 2022 99.68%
July 31, 2022 99.68%
June 30, 2022 99.68%
May 31, 2022 99.67%
April 30, 2022 99.65%
Date Value
March 31, 2022 99.64%
February 28, 2022 99.64%
January 31, 2022 99.64%
December 31, 2021 99.64%
November 30, 2021 99.39%
October 31, 2021 99.39%
September 30, 2021 99.28%
August 31, 2021 99.17%
July 31, 2021 99.05%
June 30, 2021 99.05%
May 31, 2021 99.05%
April 30, 2021 99.05%
March 31, 2021 99.05%
February 28, 2021 99.05%
January 31, 2021 99.05%
December 31, 2020 99.05%
November 30, 2020 99.05%
October 31, 2020 99.05%
September 30, 2020 99.05%
August 31, 2020 99.05%
July 31, 2020 99.05%
June 30, 2020 99.05%
May 31, 2020 99.05%
April 30, 2020 99.05%
March 31, 2020 96.99%

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

96.99%
Minimum
May 2019
99.98%
Maximum
Feb 2024
99.04%
Average
99.39%
Median
Oct 2021