Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 93.51%
February 29, 2024 93.39%
January 31, 2024 93.39%
December 31, 2023 93.39%
November 30, 2023 93.39%
October 31, 2023 93.37%
September 30, 2023 92.37%
August 31, 2023 92.37%
July 31, 2023 92.37%
June 30, 2023 92.34%
May 31, 2023 92.09%
April 30, 2023 86.41%
March 31, 2023 86.41%
February 28, 2023 86.20%
January 31, 2023 85.50%
December 31, 2022 85.50%
November 30, 2022 85.50%
October 31, 2022 85.50%
September 30, 2022 85.50%
August 31, 2022 85.50%
July 31, 2022 85.50%
June 30, 2022 85.50%
May 31, 2022 85.50%
April 30, 2022 78.74%
March 31, 2022 78.74%
Date Value
February 28, 2022 78.74%
January 31, 2022 78.74%
December 31, 2021 77.98%
November 30, 2021 77.98%
October 31, 2021 48.82%
September 30, 2021 40.13%
August 31, 2021 39.46%
July 31, 2021 39.46%
June 30, 2021 39.46%
May 31, 2021 39.46%
April 30, 2021 49.38%
March 31, 2021 52.38%
February 28, 2021 55.89%
January 31, 2021 55.89%
December 31, 2020 57.44%
November 30, 2020 64.15%
October 31, 2020 64.15%
September 30, 2020 64.15%
August 31, 2020 64.15%
July 31, 2020 64.15%
June 30, 2020 64.15%
May 31, 2020 64.15%
April 30, 2020 64.15%
March 31, 2020 64.15%
February 29, 2020 64.15%

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

39.46%
Minimum
May 2021
93.51%
Maximum
Mar 2024
72.04%
Average
64.15%
Median
Apr 2019