Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 69.47%
March 31, 2024 71.10%
February 29, 2024 71.39%
January 31, 2024 74.46%
December 31, 2023 76.81%
November 30, 2023 76.81%
October 31, 2023 76.81%
September 30, 2023 76.81%
August 31, 2023 76.81%
July 31, 2023 76.81%
June 30, 2023 77.38%
May 31, 2023 77.38%
April 30, 2023 77.38%
March 31, 2023 77.38%
February 28, 2023 77.38%
January 31, 2023 77.38%
December 31, 2022 77.38%
November 30, 2022 77.38%
October 31, 2022 77.38%
September 30, 2022 77.38%
August 31, 2022 77.38%
July 31, 2022 77.38%
June 30, 2022 77.38%
May 31, 2022 77.38%
April 30, 2022 77.38%
Date Value
March 31, 2022 79.33%
February 28, 2022 79.33%
January 31, 2022 79.33%
December 31, 2021 79.33%
November 30, 2021 79.33%
October 31, 2021 79.33%
September 30, 2021 79.33%
August 31, 2021 79.33%
July 31, 2021 79.33%
June 30, 2021 79.33%
May 31, 2021 79.33%
April 30, 2021 79.33%
March 31, 2021 79.33%
February 28, 2021 79.33%
January 31, 2021 80.62%
December 31, 2020 80.74%
November 30, 2020 82.08%
October 31, 2020 82.08%
September 30, 2020 82.08%
August 31, 2020 82.08%
July 31, 2020 82.08%
June 30, 2020 82.08%
May 31, 2020 82.08%
April 30, 2020 82.08%
March 31, 2020 82.08%

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

69.47%
Minimum
Apr 2024
82.08%
Maximum
May 2019
78.99%
Average
79.33%
Median
Feb 2021