Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2023 99.51%
November 30, 2023 99.51%
October 31, 2023 99.51%
September 30, 2023 99.51%
August 31, 2023 99.51%
July 31, 2023 99.51%
June 30, 2023 99.51%
May 31, 2023 99.51%
April 30, 2023 99.51%
March 31, 2023 99.51%
February 28, 2023 99.51%
January 31, 2023 99.51%
December 31, 2022 99.51%
November 30, 2022 99.40%
October 31, 2022 91.03%
September 30, 2022 91.03%
August 31, 2022 91.03%
July 31, 2022 91.03%
June 30, 2022 91.03%
May 31, 2022 91.03%
April 30, 2022 91.03%
March 31, 2022 91.03%
February 28, 2022 91.03%
January 31, 2022 91.03%
December 31, 2021 91.03%
Date Value
November 30, 2021 91.03%
October 31, 2021 91.03%
September 30, 2021 91.03%
August 31, 2021 91.03%
July 31, 2021 91.03%
June 30, 2021 91.03%
May 31, 2021 91.03%
April 30, 2021 91.03%
March 31, 2021 91.03%
February 28, 2021 91.03%
January 31, 2021 91.03%
December 31, 2020 91.03%
November 30, 2020 91.03%
October 31, 2020 91.03%
September 30, 2020 91.03%
August 31, 2020 91.03%
July 31, 2020 90.58%
June 30, 2020 84.53%
May 31, 2020 84.53%
April 30, 2020 84.53%
March 31, 2020 84.53%
February 29, 2020 84.53%
January 31, 2020 84.53%
December 31, 2019 84.53%
November 30, 2019 84.53%

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

73.64%
Minimum
May 2019
99.51%
Maximum
Dec 2022
90.86%
Average
91.03%
Median
Aug 2020