Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.71%
March 31, 2024 99.60%
February 29, 2024 99.60%
January 31, 2024 99.57%
December 31, 2023 99.57%
November 30, 2023 99.57%
October 31, 2023 99.48%
September 30, 2023 99.44%
August 31, 2023 99.31%
July 31, 2023 99.06%
June 30, 2023 99.04%
May 31, 2023 98.32%
April 30, 2023 98.32%
March 31, 2023 96.07%
February 28, 2023 96.07%
January 31, 2023 96.07%
December 31, 2022 96.07%
November 30, 2022 96.07%
October 31, 2022 96.07%
September 30, 2022 95.82%
August 31, 2022 95.82%
July 31, 2022 95.82%
June 30, 2022 95.82%
May 31, 2022 95.82%
April 30, 2022 95.17%
Date Value
March 31, 2022 92.20%
February 28, 2022 90.74%
January 31, 2022 90.46%
December 31, 2021 88.95%
November 30, 2021 84.74%
October 31, 2021 81.91%
September 30, 2021 81.73%
August 31, 2021 80.84%
July 31, 2021 75.52%
June 30, 2021 75.25%
May 31, 2021 75.25%
April 30, 2021 75.25%
March 31, 2021 75.25%
February 28, 2021 75.25%
January 31, 2021 75.25%
December 31, 2020 75.25%
November 30, 2020 75.25%
October 31, 2020 75.25%
September 30, 2020 75.25%
August 31, 2020 75.25%
July 31, 2020 75.25%
June 30, 2020 75.25%
May 31, 2020 75.25%
April 30, 2020 75.25%
March 31, 2020 75.25%

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

75.25%
Minimum
Nov 2019
99.71%
Maximum
Apr 2024
86.88%
Average
86.87%
Median
May 2019