Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 79.74%
March 31, 2024 79.74%
February 29, 2024 79.74%
January 31, 2024 79.74%
December 31, 2023 79.74%
November 30, 2023 79.74%
October 31, 2023 79.74%
September 30, 2023 79.74%
August 31, 2023 74.96%
July 31, 2023 64.32%
June 30, 2023 64.32%
May 31, 2023 64.32%
April 30, 2023 64.32%
March 31, 2023 64.32%
February 28, 2023 64.32%
January 31, 2023 64.32%
December 31, 2022 64.32%
November 30, 2022 64.32%
October 31, 2022 64.32%
September 30, 2022 64.32%
August 31, 2022 62.76%
July 31, 2022 62.76%
June 30, 2022 62.76%
May 31, 2022 57.98%
April 30, 2022 53.08%
Date Value
March 31, 2022 53.08%
February 28, 2022 46.70%
January 31, 2022 46.70%
December 31, 2021 46.70%
November 30, 2021 46.70%
October 31, 2021 46.70%
September 30, 2021 46.70%
August 31, 2021 46.70%
July 31, 2021 46.70%
June 30, 2021 46.70%
May 31, 2021 46.70%
April 30, 2021 46.70%
March 31, 2021 46.70%
February 28, 2021 46.70%
January 31, 2021 46.70%
December 31, 2020 46.70%
November 30, 2020 46.70%
October 31, 2020 46.70%
September 30, 2020 46.70%
August 31, 2020 46.70%
July 31, 2020 46.70%
June 30, 2020 46.70%
May 31, 2020 46.70%
April 30, 2020 46.70%
March 31, 2020 46.70%

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

46.70%
Minimum
May 2019
79.74%
Maximum
Sep 2023
56.01%
Average
46.70%
Median
May 2019

Max Drawdown (5Y) Benchmarks