Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2023 74.05%
October 31, 2023 74.84%
September 30, 2023 76.37%
August 31, 2023 76.37%
July 31, 2023 76.37%
June 30, 2023 76.37%
May 31, 2023 76.37%
April 30, 2023 76.37%
March 31, 2023 76.37%
February 28, 2023 76.37%
January 31, 2023 76.37%
December 31, 2022 76.37%
November 30, 2022 77.70%
October 31, 2022 78.73%
September 30, 2022 78.73%
August 31, 2022 78.77%
July 31, 2022 78.77%
June 30, 2022 78.77%
May 31, 2022 78.77%
April 30, 2022 78.77%
March 31, 2022 78.77%
February 28, 2022 78.77%
January 31, 2022 78.77%
December 31, 2021 78.77%
November 30, 2021 80.36%
Date Value
October 31, 2021 81.85%
September 30, 2021 82.11%
August 31, 2021 82.62%
July 31, 2021 82.62%
June 30, 2021 82.62%
May 31, 2021 82.62%
April 30, 2021 82.62%
March 31, 2021 82.62%
February 28, 2021 82.62%
January 31, 2021 82.62%
December 31, 2020 82.62%
November 30, 2020 82.62%
October 31, 2020 82.62%
September 30, 2020 82.62%
August 31, 2020 82.62%
July 31, 2020 82.62%
June 30, 2020 82.62%
May 31, 2020 82.62%
April 30, 2020 82.62%
March 31, 2020 82.62%
February 29, 2020 82.62%
January 31, 2020 82.62%
December 31, 2019 82.62%
November 30, 2019 82.62%
October 31, 2019 82.62%

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

74.05%
Minimum
Nov 2023
82.62%
Maximum
May 2019
80.26%
Average
82.62%
Median
May 2019