Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2024 57.95%
December 31, 2023 57.95%
November 30, 2023 57.95%
October 31, 2023 57.95%
September 30, 2023 57.95%
August 31, 2023 57.95%
July 31, 2023 57.95%
June 30, 2023 57.95%
May 31, 2023 57.95%
April 30, 2023 57.95%
March 31, 2023 57.95%
February 28, 2023 57.95%
January 31, 2023 57.95%
December 31, 2022 57.95%
November 30, 2022 57.95%
October 31, 2022 57.95%
September 30, 2022 56.63%
August 31, 2022 48.91%
July 31, 2022 45.99%
June 30, 2022 42.65%
May 31, 2022 42.65%
April 30, 2022 42.65%
March 31, 2022 42.65%
February 28, 2022 42.65%
January 31, 2022 42.65%
Date Value
December 31, 2021 42.65%
November 30, 2021 42.65%
October 31, 2021 42.65%
September 30, 2021 42.65%
August 31, 2021 42.65%
July 31, 2021 42.65%
June 30, 2021 42.65%
May 31, 2021 42.65%
April 30, 2021 42.65%
March 31, 2021 42.65%
February 28, 2021 42.65%
January 31, 2021 42.65%
December 31, 2020 42.65%
November 30, 2020 42.65%
October 31, 2020 42.65%
September 30, 2020 42.65%
August 31, 2020 42.65%
July 31, 2020 42.65%
June 30, 2020 42.65%
May 31, 2020 42.65%
April 30, 2020 42.65%
March 31, 2020 42.65%
February 29, 2020 36.45%
January 31, 2020 35.37%
December 31, 2019 34.20%

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

23.62%
Minimum
May 2019
57.95%
Maximum
Oct 2022
45.18%
Average
42.65%
Median
Mar 2020