Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 77.53%
February 29, 2024 77.53%
January 31, 2024 77.53%
December 31, 2023 77.53%
November 30, 2023 77.53%
October 31, 2023 77.53%
September 30, 2023 74.46%
August 31, 2023 73.27%
July 31, 2023 71.69%
June 30, 2023 71.69%
May 31, 2023 71.69%
April 30, 2023 67.40%
March 31, 2023 67.40%
February 28, 2023 67.40%
January 31, 2023 67.40%
December 31, 2022 67.40%
November 30, 2022 67.40%
October 31, 2022 67.40%
September 30, 2022 64.61%
August 31, 2022 60.50%
July 31, 2022 59.61%
June 30, 2022 59.61%
May 31, 2022 59.61%
April 30, 2022 59.61%
March 31, 2022 59.61%
Date Value
February 28, 2022 59.61%
January 31, 2022 59.61%
December 31, 2021 59.61%
November 30, 2021 59.61%
October 31, 2021 59.61%
September 30, 2021 59.61%
August 31, 2021 59.61%
July 31, 2021 59.61%
June 30, 2021 59.61%
May 31, 2021 59.61%
April 30, 2021 59.61%
March 31, 2021 59.61%
February 28, 2021 59.61%
January 31, 2021 59.61%
December 31, 2020 59.61%
November 30, 2020 59.61%
October 31, 2020 59.61%
September 30, 2020 59.61%
August 31, 2020 59.61%
July 31, 2020 59.61%
June 30, 2020 59.61%
May 31, 2020 59.61%
April 30, 2020 59.61%
March 31, 2020 59.61%
February 29, 2020 59.61%

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

59.61%
Minimum
Aug 2019
77.53%
Maximum
Oct 2023
63.72%
Average
59.61%
Median
Aug 2019

Max Drawdown (5Y) Benchmarks