Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2024 89.72%
April 30, 2024 89.72%
March 31, 2024 89.72%
February 29, 2024 89.72%
January 31, 2024 89.72%
December 31, 2023 89.72%
November 30, 2023 89.72%
October 31, 2023 89.72%
September 30, 2023 89.60%
August 31, 2023 88.08%
July 31, 2023 87.61%
June 30, 2023 87.61%
May 31, 2023 87.61%
April 30, 2023 87.61%
March 31, 2023 87.61%
February 28, 2023 87.61%
January 31, 2023 87.61%
December 31, 2022 87.61%
November 30, 2022 87.61%
October 31, 2022 87.61%
September 30, 2022 87.61%
August 31, 2022 87.61%
July 31, 2022 87.61%
June 30, 2022 87.61%
May 31, 2022 87.61%
Date Value
April 30, 2022 87.61%
March 31, 2022 87.61%
February 28, 2022 87.61%
January 31, 2022 87.61%
December 31, 2021 87.61%
November 30, 2021 86.24%
October 31, 2021 86.24%
September 30, 2021 86.24%
August 31, 2021 86.24%
July 31, 2021 86.24%
June 30, 2021 86.24%
May 31, 2021 86.24%
April 30, 2021 86.24%
March 31, 2021 86.24%
February 28, 2021 86.24%
January 31, 2021 86.24%
December 31, 2020 86.24%
November 30, 2020 86.24%
October 31, 2020 86.24%
September 30, 2020 86.24%
August 31, 2020 86.24%
July 31, 2020 86.24%
June 30, 2020 86.24%
May 31, 2020 86.24%
April 30, 2020 86.24%

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

82.57%
Minimum
Jun 2019
89.72%
Maximum
Oct 2023
86.73%
Average
86.93%
Median