Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 77.61%
February 29, 2024 77.61%
January 31, 2024 77.25%
December 31, 2023 76.08%
November 30, 2023 74.71%
October 31, 2023 74.71%
September 30, 2023 74.71%
August 31, 2023 74.71%
July 31, 2023 74.71%
June 30, 2023 74.71%
May 31, 2023 74.71%
April 30, 2023 74.71%
March 31, 2023 74.71%
February 28, 2023 74.71%
January 31, 2023 74.71%
December 31, 2022 74.71%
November 30, 2022 74.71%
October 31, 2022 74.71%
September 30, 2022 69.63%
August 31, 2022 69.63%
July 31, 2022 69.63%
June 30, 2022 69.63%
May 31, 2022 69.63%
April 30, 2022 69.63%
March 31, 2022 69.63%
Date Value
February 28, 2022 64.19%
January 31, 2022 64.19%
December 31, 2021 64.19%
November 30, 2021 64.19%
October 31, 2021 64.19%
September 30, 2021 64.19%
August 31, 2021 64.19%
July 31, 2021 64.19%
June 30, 2021 64.19%
May 31, 2021 64.19%
April 30, 2021 64.19%
March 31, 2021 64.19%
February 28, 2021 64.19%
January 31, 2021 64.19%
December 31, 2020 64.19%
November 30, 2020 64.19%
October 31, 2020 64.19%
September 30, 2020 64.19%
August 31, 2020 64.19%
July 31, 2020 64.19%
June 30, 2020 64.19%
May 31, 2020 64.19%
April 30, 2020 64.19%
March 31, 2020 64.19%
February 29, 2020 64.19%

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

64.19%
Minimum
Apr 2019
77.61%
Maximum
Feb 2024
68.14%
Average
64.19%
Median
Apr 2019