Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2023 98.97%
November 30, 2023 98.57%
October 31, 2023 98.57%
September 30, 2023 98.57%
August 31, 2023 98.57%
July 31, 2023 98.57%
June 30, 2023 98.57%
May 31, 2023 98.12%
April 30, 2023 98.12%
March 31, 2023 98.12%
February 28, 2023 98.12%
January 31, 2023 98.12%
December 31, 2022 98.12%
November 30, 2022 98.12%
October 31, 2022 98.12%
September 30, 2022 98.12%
August 31, 2022 98.12%
July 31, 2022 98.12%
June 30, 2022 98.12%
May 31, 2022 98.12%
April 30, 2022 98.12%
March 31, 2022 98.12%
February 28, 2022 98.12%
January 31, 2022 98.12%
December 31, 2021 98.12%
Date Value
November 30, 2021 98.12%
October 31, 2021 98.12%
September 30, 2021 98.12%
August 31, 2021 98.12%
July 31, 2021 98.12%
June 30, 2021 98.12%
May 31, 2021 98.12%
April 30, 2021 98.12%
March 31, 2021 98.12%
February 28, 2021 98.12%
January 31, 2021 98.12%
December 31, 2020 98.12%
November 30, 2020 98.12%
October 31, 2020 98.12%
September 30, 2020 98.12%
August 31, 2020 98.12%
July 31, 2020 98.12%
June 30, 2020 98.12%
May 31, 2020 98.12%
April 30, 2020 98.12%
March 31, 2020 98.12%
February 29, 2020 98.12%
January 31, 2020 97.35%
December 31, 2019 96.96%
November 30, 2019 93.53%

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

88.44%
Minimum
May 2019
98.97%
Maximum
Dec 2023
97.19%
Average
98.12%
Median
Feb 2020