Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 96.43%
February 29, 2024 96.43%
January 31, 2024 96.43%
December 31, 2023 96.43%
November 30, 2023 96.50%
October 31, 2023 98.46%
September 30, 2023 98.46%
August 31, 2023 98.46%
July 31, 2023 98.46%
June 30, 2023 99.42%
May 31, 2023 99.42%
April 30, 2023 99.50%
March 31, 2023 99.50%
February 28, 2023 99.50%
January 31, 2023 99.50%
December 31, 2022 99.50%
November 30, 2022 99.50%
October 31, 2022 99.50%
September 30, 2022 99.50%
August 31, 2022 99.50%
July 31, 2022 99.58%
June 30, 2022 99.58%
May 31, 2022 99.58%
April 30, 2022 99.58%
March 31, 2022 99.58%
Date Value
February 28, 2022 99.58%
January 31, 2022 99.58%
December 31, 2021 99.58%
November 30, 2021 99.58%
October 31, 2021 99.58%
September 30, 2021 99.58%
August 31, 2021 99.58%
July 31, 2021 99.80%
June 30, 2021 99.80%
May 31, 2021 99.80%
April 30, 2021 99.80%
March 31, 2021 99.80%
February 28, 2021 99.80%
January 31, 2021 99.80%
December 31, 2020 99.80%
November 30, 2020 99.80%
October 31, 2020 99.80%
September 30, 2020 99.83%
August 31, 2020 99.83%
July 31, 2020 99.83%
June 30, 2020 99.83%
May 31, 2020 99.83%
April 30, 2020 99.90%
March 31, 2020 99.90%
February 29, 2020 99.90%

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

96.43%
Minimum
Dec 2023
99.90%
Maximum
Apr 2019
99.35%
Average
99.58%
Median
Aug 2021