Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2023 85.76%
May 31, 2023 85.10%
April 30, 2023 84.21%
March 31, 2023 83.61%
February 28, 2023 81.91%
January 31, 2023 78.60%
December 31, 2022 78.60%
November 30, 2022 78.60%
October 31, 2022 78.60%
September 30, 2022 78.60%
August 31, 2022 78.60%
July 31, 2022 78.60%
June 30, 2022 78.60%
May 31, 2022 78.60%
April 30, 2022 78.60%
March 31, 2022 78.60%
February 28, 2022 78.60%
January 31, 2022 78.60%
December 31, 2021 78.60%
November 30, 2021 78.60%
October 31, 2021 78.60%
September 30, 2021 78.60%
August 31, 2021 78.60%
July 31, 2021 78.60%
June 30, 2021 78.60%
Date Value
May 31, 2021 78.60%
April 30, 2021 78.60%
March 31, 2021 78.60%
February 28, 2021 78.60%
January 31, 2021 78.60%
December 31, 2020 78.60%
November 30, 2020 77.90%
October 31, 2020 77.90%
September 30, 2020 77.90%
August 31, 2020 77.90%
July 31, 2020 77.90%
June 30, 2020 77.90%
May 31, 2020 72.70%
April 30, 2020 72.66%
March 31, 2020 70.89%
February 29, 2020 69.54%
January 31, 2020 66.25%
December 31, 2019 60.35%
November 30, 2019 58.31%
October 31, 2019 55.31%
September 30, 2019 55.31%
August 31, 2019 55.31%
July 31, 2019 54.43%
June 30, 2019 53.88%
May 31, 2019 47.63%

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

47.63%
Minimum
May 2019
85.76%
Maximum
Jun 2023
74.48%
Average
78.60%
Median
Dec 2020