Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2024 86.14%
April 30, 2024 86.14%
March 31, 2024 86.14%
February 29, 2024 86.14%
January 31, 2024 85.08%
December 31, 2023 85.08%
November 30, 2023 85.08%
October 31, 2023 85.08%
September 30, 2023 82.82%
August 31, 2023 82.82%
July 31, 2023 81.31%
June 30, 2023 81.31%
May 31, 2023 81.31%
April 30, 2023 81.31%
March 31, 2023 81.31%
February 28, 2023 81.31%
January 31, 2023 81.31%
December 31, 2022 81.31%
November 30, 2022 81.31%
October 31, 2022 81.20%
September 30, 2022 76.92%
August 31, 2022 76.65%
July 31, 2022 76.65%
June 30, 2022 69.16%
May 31, 2022 65.21%
Date Value
April 30, 2022 60.77%
March 31, 2022 59.31%
February 28, 2022 59.31%
January 31, 2022 59.31%
December 31, 2021 59.31%
November 30, 2021 59.31%
October 31, 2021 59.31%
September 30, 2021 59.31%
August 31, 2021 59.31%
July 31, 2021 59.31%
June 30, 2021 59.31%
May 31, 2021 59.31%
April 30, 2021 59.31%
March 31, 2021 59.31%
February 28, 2021 59.31%
January 31, 2021 59.31%
December 31, 2020 59.31%
November 30, 2020 59.31%
October 31, 2020 59.31%
September 30, 2020 59.31%
August 31, 2020 59.31%
July 31, 2020 59.31%
June 30, 2020 59.31%
May 31, 2020 59.31%
April 30, 2020 59.31%

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

43.34%
Minimum
Jun 2019
86.14%
Maximum
Feb 2024
66.03%
Average
59.31%
Median
Mar 2020