Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.99%
March 31, 2024 99.99%
February 29, 2024 99.99%
January 31, 2024 99.99%
December 31, 2023 99.99%
November 30, 2023 99.99%
October 31, 2023 99.32%
September 30, 2023 99.32%
August 31, 2023 99.32%
July 31, 2023 99.32%
June 30, 2023 99.32%
May 31, 2023 99.32%
April 30, 2023 99.32%
March 31, 2023 98.65%
February 28, 2023 98.65%
January 31, 2023 98.65%
December 31, 2022 98.65%
November 30, 2022 97.30%
October 31, 2022 97.30%
September 30, 2022 97.30%
August 31, 2022 97.30%
July 31, 2022 97.30%
June 30, 2022 97.30%
May 31, 2022 96.97%
April 30, 2022 96.97%
Date Value
March 31, 2022 96.97%
February 28, 2022 97.22%
January 31, 2022 97.22%
December 31, 2021 98.61%
November 30, 2021 98.61%
October 31, 2021 98.61%
September 30, 2021 98.61%
August 31, 2021 98.61%
July 31, 2021 98.61%
June 30, 2021 98.61%
May 31, 2021 98.61%
April 30, 2021 98.61%
March 31, 2021 98.61%
February 28, 2021 98.61%
January 31, 2021 98.61%
December 31, 2020 98.61%
November 30, 2020 98.61%
October 31, 2020 98.61%
September 30, 2020 98.61%
August 31, 2020 98.61%
July 31, 2020 99.00%
June 30, 2020 99.00%
May 31, 2020 99.50%
April 30, 2020 99.50%
March 31, 2020 99.50%

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

96.97%
Minimum
Mar 2022
99.99%
Maximum
Nov 2023
98.78%
Average
98.65%
Median
Dec 2022