Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 100.0%
March 31, 2024 100.0%
February 29, 2024 100.0%
January 31, 2024 100.0%
December 31, 2023 100.0%
November 30, 2023 100.0%
October 31, 2023 100.00%
September 30, 2023 100.00%
August 31, 2023 100.00%
July 31, 2023 100.00%
June 30, 2023 99.71%
May 31, 2023 99.71%
April 30, 2023 99.71%
March 31, 2023 99.71%
February 28, 2023 99.71%
January 31, 2023 99.71%
December 31, 2022 99.71%
November 30, 2022 99.71%
October 31, 2022 99.71%
September 30, 2022 99.71%
August 31, 2022 94.20%
July 31, 2022 94.20%
June 30, 2022 93.15%
May 31, 2022 90.52%
April 30, 2022 90.52%
Date Value
March 31, 2022 90.52%
February 28, 2022 90.52%
January 31, 2022 89.14%
December 31, 2021 89.14%
November 30, 2021 88.69%
October 31, 2021 88.69%
September 30, 2021 88.69%
August 31, 2021 88.69%
July 31, 2021 88.69%
June 30, 2021 88.69%
May 31, 2021 88.69%
April 30, 2021 88.69%
March 31, 2021 88.69%
February 28, 2021 88.69%
January 31, 2021 88.69%
December 31, 2020 88.69%
November 30, 2020 88.69%
October 31, 2020 91.20%
September 30, 2020 91.20%
August 31, 2020 91.20%
July 31, 2020 91.48%
June 30, 2020 92.52%
May 31, 2020 93.17%
April 30, 2020 93.54%
March 31, 2020 93.55%

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

88.69%
Minimum
Nov 2020
100.0%
Maximum
Nov 2023
94.09%
Average
93.55%
Median
May 2019

Max Drawdown (5Y) Benchmarks