Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 89.83%
March 31, 2024 90.10%
February 29, 2024 90.10%
January 31, 2024 90.10%
December 31, 2023 90.10%
November 30, 2023 90.10%
October 31, 2023 90.50%
September 30, 2023 92.16%
August 31, 2023 92.16%
July 31, 2023 92.16%
June 30, 2023 92.16%
May 31, 2023 92.16%
April 30, 2023 92.16%
March 31, 2023 92.16%
February 28, 2023 92.16%
January 31, 2023 92.16%
December 31, 2022 92.16%
November 30, 2022 92.16%
October 31, 2022 92.16%
September 30, 2022 92.16%
August 31, 2022 92.16%
July 31, 2022 92.16%
June 30, 2022 92.16%
May 31, 2022 92.16%
April 30, 2022 92.16%
Date Value
March 31, 2022 92.16%
February 28, 2022 92.16%
January 31, 2022 92.16%
December 31, 2021 92.16%
November 30, 2021 92.16%
October 31, 2021 92.16%
September 30, 2021 92.16%
August 31, 2021 92.16%
July 31, 2021 92.16%
June 30, 2021 92.16%
May 31, 2021 92.16%
April 30, 2021 92.16%
March 31, 2021 92.16%
February 28, 2021 92.16%
January 31, 2021 92.16%
December 31, 2020 92.16%
November 30, 2020 92.16%
October 31, 2020 92.16%
September 30, 2020 92.16%
August 31, 2020 92.16%
July 31, 2020 92.16%
June 30, 2020 92.16%
May 31, 2020 92.16%
April 30, 2020 92.16%
March 31, 2020 92.16%

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

89.83%
Minimum
Apr 2024
92.16%
Maximum
May 2019
91.92%
Average
92.16%
Median
May 2019

Max Drawdown (5Y) Benchmarks