Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 73.33%
March 31, 2024 73.33%
February 29, 2024 73.33%
January 31, 2024 76.67%
December 31, 2023 76.67%
November 30, 2023 76.67%
October 31, 2023 76.67%
September 30, 2023 76.67%
August 31, 2023 85.00%
July 31, 2023 92.50%
June 30, 2023 92.50%
May 31, 2023 92.50%
April 30, 2023 92.50%
March 31, 2023 92.50%
February 28, 2023 92.50%
January 31, 2023 92.50%
December 31, 2022 92.50%
November 30, 2022 92.50%
October 31, 2022 92.50%
September 30, 2022 92.50%
August 31, 2022 92.50%
July 31, 2022 92.50%
June 30, 2022 92.50%
May 31, 2022 92.50%
April 30, 2022 92.50%
Date Value
March 31, 2022 92.50%
February 28, 2022 92.50%
January 31, 2022 92.50%
December 31, 2021 92.50%
November 30, 2021 92.50%
October 31, 2021 92.50%
September 30, 2021 92.50%
August 31, 2021 92.50%
July 31, 2021 92.50%
June 30, 2021 92.50%
May 31, 2021 92.50%
April 30, 2021 92.50%
March 31, 2021 92.50%
February 28, 2021 92.50%
January 31, 2021 92.50%
December 31, 2020 92.50%
November 30, 2020 92.50%
October 31, 2020 92.50%
September 30, 2020 92.50%
August 31, 2020 99.17%
July 31, 2020 99.17%
June 30, 2020 99.23%
May 31, 2020 99.23%
April 30, 2020 99.23%
March 31, 2020 99.23%

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

73.33%
Minimum
Feb 2024
99.23%
Maximum
May 2019
91.89%
Average
92.50%
Median
Sep 2020

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.048