Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 100.00%
March 31, 2024 100.00%
February 29, 2024 100.00%
January 31, 2024 100.00%
December 31, 2023 100.00%
November 30, 2023 100.00%
October 31, 2023 100.00%
September 30, 2023 100.00%
August 31, 2023 100.00%
July 31, 2023 100.00%
June 30, 2023 100.00%
May 31, 2023 100.00%
April 30, 2023 100.00%
March 31, 2023 100.00%
February 28, 2023 100.00%
January 31, 2023 100.00%
December 31, 2022 100.00%
November 30, 2022 100.00%
October 31, 2022 100.00%
September 30, 2022 98.97%
August 31, 2022 98.97%
July 31, 2022 98.97%
June 30, 2022 98.97%
May 31, 2022 98.97%
April 30, 2022 98.97%
Date Value
March 31, 2022 98.97%
February 28, 2022 98.97%
January 31, 2022 97.33%
December 31, 2021 97.60%
November 30, 2021 97.60%
October 31, 2021 98.20%
September 30, 2021 98.20%
August 31, 2021 98.20%
July 31, 2021 98.20%
June 30, 2021 98.20%
May 31, 2021 98.20%
April 30, 2021 98.20%
March 31, 2021 98.98%
February 28, 2021 99.31%
January 31, 2021 99.31%
December 31, 2020 99.31%
November 30, 2020 99.31%
October 31, 2020 99.31%
September 30, 2020 99.31%
August 31, 2020 99.62%
July 31, 2020 99.62%
June 30, 2020 99.62%
May 31, 2020 99.62%
April 30, 2020 99.62%
March 31, 2020 99.62%

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

97.33%
Minimum
Jan 2022
100.00%
Maximum
Oct 2022
99.34%
Average
99.62%
Median
May 2019