Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 98.46%
March 31, 2024 98.46%
February 29, 2024 98.46%
January 31, 2024 98.46%
December 31, 2023 98.46%
November 30, 2023 98.46%
October 31, 2023 95.91%
September 30, 2023 95.32%
August 31, 2023 95.28%
July 31, 2023 92.77%
June 30, 2023 92.77%
May 31, 2023 92.77%
April 30, 2023 92.77%
March 31, 2023 92.77%
February 28, 2023 92.21%
January 31, 2023 92.21%
December 31, 2022 92.21%
November 30, 2022 92.05%
October 31, 2022 92.05%
September 30, 2022 91.36%
August 31, 2022 90.38%
July 31, 2022 90.38%
June 30, 2022 90.38%
May 31, 2022 90.38%
April 30, 2022 90.38%
Date Value
March 31, 2022 90.38%
February 28, 2022 90.38%
January 31, 2022 90.38%
December 31, 2021 90.38%
November 30, 2021 90.38%
October 31, 2021 90.38%
September 30, 2021 90.38%
August 31, 2021 90.38%
July 31, 2021 90.38%
June 30, 2021 90.38%
May 31, 2021 90.38%
April 30, 2021 90.38%
March 31, 2021 90.38%
February 28, 2021 90.38%
January 31, 2021 90.38%
December 31, 2020 90.38%
November 30, 2020 90.38%
October 31, 2020 90.38%
September 30, 2020 90.38%
August 31, 2020 90.38%
July 31, 2020 90.38%
June 30, 2020 90.38%
May 31, 2020 90.38%
April 30, 2020 90.38%
March 31, 2020 90.38%

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

90.38%
Minimum
May 2019
98.46%
Maximum
Nov 2023
91.81%
Average
90.38%
Median
May 2019

Max Drawdown (5Y) Benchmarks