Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.76%
March 31, 2024 99.76%
February 29, 2024 99.76%
January 31, 2024 99.76%
December 31, 2023 99.76%
November 30, 2023 99.76%
October 31, 2023 99.27%
September 30, 2023 99.27%
August 31, 2023 99.27%
July 31, 2023 99.27%
June 30, 2023 99.27%
May 31, 2023 99.27%
April 30, 2023 98.78%
March 31, 2023 97.80%
February 28, 2023 96.83%
January 31, 2023 95.85%
December 31, 2022 95.68%
November 30, 2022 95.68%
October 31, 2022 95.68%
September 30, 2022 95.68%
August 31, 2022 95.68%
July 31, 2022 95.68%
June 30, 2022 95.68%
May 31, 2022 95.68%
April 30, 2022 95.68%
Date Value
March 31, 2022 95.68%
February 28, 2022 95.68%
January 31, 2022 95.68%
December 31, 2021 95.68%
November 30, 2021 96.93%
October 31, 2021 98.38%
September 30, 2021 99.38%
August 31, 2021 99.38%
July 31, 2021 99.38%
June 30, 2021 99.38%
May 31, 2021 99.38%
April 30, 2021 99.38%
March 31, 2021 99.38%
February 28, 2021 99.38%
January 31, 2021 99.38%
December 31, 2020 99.38%
November 30, 2020 99.38%
October 31, 2020 99.38%
September 30, 2020 99.38%
August 31, 2020 99.38%
July 31, 2020 99.38%
June 30, 2020 99.38%
May 31, 2020 99.38%
April 30, 2020 99.38%
March 31, 2020 99.38%

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

95.68%
Minimum
Dec 2021
99.76%
Maximum
Nov 2023
98.41%
Average
99.38%
Median
May 2019

Max Drawdown (5Y) Benchmarks