Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2024 99.73%
December 31, 2023 99.33%
November 30, 2023 99.33%
October 31, 2023 99.33%
September 30, 2023 99.33%
August 31, 2023 99.33%
July 31, 2023 99.33%
June 30, 2023 99.33%
May 31, 2023 99.33%
April 30, 2023 99.33%
March 31, 2023 99.33%
February 28, 2023 99.33%
January 31, 2023 99.33%
December 31, 2022 99.33%
November 30, 2022 99.33%
October 31, 2022 99.33%
September 30, 2022 99.33%
August 31, 2022 99.33%
July 31, 2022 99.33%
June 30, 2022 99.29%
May 31, 2022 99.19%
April 30, 2022 98.96%
March 31, 2022 98.59%
February 28, 2022 98.51%
January 31, 2022 98.45%
Date Value
December 31, 2021 98.42%
November 30, 2021 98.42%
October 31, 2021 98.42%
September 30, 2021 98.42%
August 31, 2021 98.42%
July 31, 2021 98.42%
June 30, 2021 98.42%
May 31, 2021 98.42%
April 30, 2021 98.42%
March 31, 2021 98.42%
February 28, 2021 98.42%
January 31, 2021 98.42%
December 31, 2020 98.42%
November 30, 2020 98.42%
October 31, 2020 98.42%
September 30, 2020 98.42%
August 31, 2020 98.42%
July 31, 2020 98.42%
June 30, 2020 98.42%
May 31, 2020 98.42%
April 30, 2020 98.42%
March 31, 2020 98.42%
February 29, 2020 98.42%
January 31, 2020 98.42%
December 31, 2019 98.42%

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

98.42%
Minimum
Nov 2019
99.73%
Maximum
Jan 2024
98.81%
Average
98.42%
Median
Nov 2019