Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.77%
March 31, 2024 99.77%
February 29, 2024 99.77%
January 31, 2024 99.77%
December 31, 2023 99.77%
November 30, 2023 99.77%
October 31, 2023 99.77%
September 30, 2023 99.77%
August 31, 2023 99.77%
July 31, 2023 99.77%
June 30, 2023 99.77%
May 31, 2023 99.77%
April 30, 2023 99.77%
March 31, 2023 99.77%
February 28, 2023 99.77%
January 31, 2023 99.77%
December 31, 2022 99.77%
November 30, 2022 99.77%
October 31, 2022 99.77%
September 30, 2022 99.77%
August 31, 2022 99.77%
July 31, 2022 99.77%
June 30, 2022 99.77%
May 31, 2022 99.77%
April 30, 2022 99.77%
Date Value
March 31, 2022 99.77%
February 28, 2022 99.77%
January 31, 2022 99.77%
December 31, 2021 99.07%
November 30, 2021 99.07%
October 31, 2021 99.07%
September 30, 2021 99.07%
August 31, 2021 99.07%
July 31, 2021 99.07%
June 30, 2021 99.15%
May 31, 2021 99.15%
April 30, 2021 99.15%
March 31, 2021 99.15%
February 28, 2021 99.22%
January 31, 2021 99.22%
December 31, 2020 99.29%
November 30, 2020 99.29%
October 31, 2020 99.39%
September 30, 2020 99.43%
August 31, 2020 99.48%
July 31, 2020 99.58%
June 30, 2020 99.58%
May 31, 2020 99.58%
April 30, 2020 99.58%
March 31, 2020 99.58%

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

99.07%
Minimum
Jul 2021
99.77%
Maximum
Jan 2022
99.56%
Average
99.58%
Median
May 2019

Max Drawdown (5Y) Benchmarks

Max Drawdown (5Y) Related Metrics