Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2023 88.43%
November 30, 2023 88.43%
October 31, 2023 88.43%
September 30, 2023 88.43%
August 31, 2023 88.43%
July 31, 2023 88.08%
June 30, 2023 84.96%
May 31, 2023 84.79%
April 30, 2023 84.79%
March 31, 2023 84.79%
February 28, 2023 83.70%
January 31, 2023 83.70%
December 31, 2022 83.70%
November 30, 2022 83.70%
October 31, 2022 83.70%
September 30, 2022 83.70%
August 31, 2022 83.70%
July 31, 2022 83.70%
June 30, 2022 90.04%
May 31, 2022 90.15%
April 30, 2022 93.08%
March 31, 2022 93.82%
February 28, 2022 94.13%
January 31, 2022 94.13%
December 31, 2021 94.13%
Date Value
November 30, 2021 94.13%
October 31, 2021 94.13%
September 30, 2021 94.13%
August 31, 2021 94.13%
July 31, 2021 94.13%
June 30, 2021 94.13%
May 31, 2021 94.13%
April 30, 2021 94.13%
March 31, 2021 94.13%
February 28, 2021 94.13%
January 31, 2021 94.13%
December 31, 2020 94.13%
November 30, 2020 94.13%
October 31, 2020 94.13%
September 30, 2020 94.13%
August 31, 2020 94.13%
July 31, 2020 94.13%
June 30, 2020 94.13%
May 31, 2020 94.13%
April 30, 2020 94.13%
March 31, 2020 94.13%
February 29, 2020 94.13%
January 31, 2020 94.13%
December 31, 2019 94.13%
November 30, 2019 94.13%

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

83.70%
Minimum
Jul 2022
94.13%
Maximum
Jun 2019
91.14%
Average
94.13%
Median
Jun 2019