Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.79%
March 31, 2024 99.79%
February 29, 2024 99.79%
January 31, 2024 99.79%
December 31, 2023 99.79%
November 30, 2023 99.79%
October 31, 2023 99.79%
September 30, 2023 99.79%
August 31, 2023 99.79%
July 31, 2023 99.79%
June 30, 2023 99.79%
May 31, 2023 99.79%
April 30, 2023 99.79%
March 31, 2023 99.79%
February 28, 2023 99.79%
January 31, 2023 99.79%
December 31, 2022 99.79%
November 30, 2022 99.79%
October 31, 2022 99.79%
September 30, 2022 99.79%
August 31, 2022 99.79%
July 31, 2022 99.79%
June 30, 2022 99.79%
May 31, 2022 99.79%
April 30, 2022 99.79%
Date Value
March 31, 2022 99.79%
February 28, 2022 99.79%
January 31, 2022 99.79%
December 31, 2021 99.79%
November 30, 2021 99.79%
October 31, 2021 99.38%
September 30, 2021 99.38%
August 31, 2021 96.33%
July 31, 2021 96.33%
June 30, 2021 97.42%
May 31, 2021 97.42%
April 30, 2021 97.42%
March 31, 2021 97.42%
February 28, 2021 97.42%
January 31, 2021 97.42%
December 31, 2020 97.42%
November 30, 2020 97.42%
October 31, 2020 97.42%
September 30, 2020 97.42%
August 31, 2020 97.74%
July 31, 2020 97.74%
June 30, 2020 97.74%
May 31, 2020 97.74%
April 30, 2020 97.74%
March 31, 2020 97.74%

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

96.33%
Minimum
Jul 2021
99.79%
Maximum
Nov 2021
98.72%
Average
99.58%
Median

Max Drawdown (5Y) Benchmarks