Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 97.11%
March 31, 2024 97.11%
February 29, 2024 97.11%
January 31, 2024 97.11%
December 31, 2023 97.11%
November 30, 2023 97.11%
October 31, 2023 97.11%
September 30, 2023 97.11%
August 31, 2023 97.11%
July 31, 2023 97.11%
June 30, 2023 97.02%
May 31, 2023 96.94%
April 30, 2023 96.49%
March 31, 2023 95.87%
February 28, 2023 95.17%
January 31, 2023 95.12%
December 31, 2022 93.60%
November 30, 2022 90.66%
October 31, 2022 90.19%
September 30, 2022 90.19%
August 31, 2022 87.22%
July 31, 2022 87.22%
June 30, 2022 87.22%
May 31, 2022 87.22%
April 30, 2022 87.22%
Date Value
March 31, 2022 87.22%
February 28, 2022 87.22%
January 31, 2022 87.22%
December 31, 2021 87.22%
November 30, 2021 87.22%
October 31, 2021 87.22%
September 30, 2021 87.22%
August 31, 2021 87.22%
July 31, 2021 87.22%
June 30, 2021 87.22%
May 31, 2021 87.22%
April 30, 2021 87.22%
March 31, 2021 87.22%
February 28, 2021 87.22%
January 31, 2021 87.22%
December 31, 2020 87.22%
November 30, 2020 87.22%
October 31, 2020 87.22%
September 30, 2020 87.22%
August 31, 2020 87.22%
July 31, 2020 87.22%
June 30, 2020 87.22%
May 31, 2020 87.22%
April 30, 2020 87.22%
March 31, 2020 87.22%

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

66.14%
Minimum
May 2019
97.11%
Maximum
Jul 2023
86.76%
Average
87.22%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks