Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 56.57%
March 31, 2024 56.57%
February 29, 2024 56.57%
January 31, 2024 56.57%
December 31, 2023 56.57%
November 30, 2023 56.57%
October 31, 2023 56.57%
September 30, 2023 56.57%
August 31, 2023 56.57%
July 31, 2023 56.57%
June 30, 2023 56.62%
May 31, 2023 56.62%
April 30, 2023 56.62%
March 31, 2023 56.62%
February 28, 2023 56.62%
January 31, 2023 58.74%
December 31, 2022 59.53%
November 30, 2022 60.33%
October 31, 2022 62.34%
September 30, 2022 62.55%
August 31, 2022 63.32%
July 31, 2022 64.05%
June 30, 2022 64.25%
May 31, 2022 64.56%
April 30, 2022 64.56%
Date Value
March 31, 2022 64.56%
February 28, 2022 64.57%
January 31, 2022 64.70%
December 31, 2021 64.70%
November 30, 2021 64.70%
October 31, 2021 64.70%
September 30, 2021 64.74%
August 31, 2021 64.97%
July 31, 2021 64.97%
June 30, 2021 65.60%
May 31, 2021 66.38%
April 30, 2021 66.38%
March 31, 2021 66.38%
February 28, 2021 66.38%
January 31, 2021 66.38%
December 31, 2020 66.38%
November 30, 2020 66.38%
October 31, 2020 66.38%
September 30, 2020 66.38%
August 31, 2020 66.38%
July 31, 2020 66.38%
June 30, 2020 66.38%
May 31, 2020 66.38%
April 30, 2020 66.38%
March 31, 2020 66.38%

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

56.57%
Minimum
Jul 2023
66.38%
Maximum
May 2019
63.01%
Average
64.70%
Median
Oct 2021