Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2024 99.97%
April 30, 2024 99.97%
March 31, 2024 99.97%
February 29, 2024 99.97%
January 31, 2024 99.97%
December 31, 2023 99.97%
November 30, 2023 99.12%
October 31, 2023 99.12%
September 30, 2023 99.12%
August 31, 2023 98.88%
July 31, 2023 98.88%
June 30, 2023 98.88%
May 31, 2023 98.88%
April 30, 2023 98.88%
March 31, 2023 98.88%
February 28, 2023 98.88%
January 31, 2023 98.88%
December 31, 2022 98.88%
November 30, 2022 98.88%
October 31, 2022 98.88%
September 30, 2022 98.78%
August 31, 2022 98.78%
July 31, 2022 98.78%
June 30, 2022 98.31%
May 31, 2022 98.24%
Date Value
April 30, 2022 97.97%
March 31, 2022 97.97%
February 28, 2022 97.95%
January 31, 2022 97.81%
December 31, 2021 97.81%
November 30, 2021 97.81%
October 31, 2021 97.81%
September 30, 2021 97.81%
August 31, 2021 97.81%
July 31, 2021 97.81%
June 30, 2021 97.81%
May 31, 2021 97.81%
April 30, 2021 97.81%
March 31, 2021 97.81%
February 28, 2021 97.81%
January 31, 2021 97.81%
December 31, 2020 97.81%
November 30, 2020 97.81%
October 31, 2020 97.81%
September 30, 2020 97.64%
August 31, 2020 97.64%
July 31, 2020 97.64%
June 30, 2020 97.64%
May 31, 2020 97.64%
April 30, 2020 97.64%

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

96.64%
Minimum
Jun 2019
99.97%
Maximum
Dec 2023
98.24%
Average
97.81%
Median
Oct 2020