Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2024 92.92%
December 31, 2023 92.92%
November 30, 2023 92.92%
October 31, 2023 92.92%
September 30, 2023 92.92%
August 31, 2023 92.92%
July 31, 2023 92.92%
June 30, 2023 92.92%
May 31, 2023 92.92%
April 30, 2023 92.92%
March 31, 2023 92.92%
February 28, 2023 92.92%
January 31, 2023 92.92%
December 31, 2022 92.92%
November 30, 2022 92.92%
October 31, 2022 92.92%
September 30, 2022 92.92%
August 31, 2022 92.92%
July 31, 2022 92.92%
June 30, 2022 92.92%
May 31, 2022 92.92%
April 30, 2022 92.92%
March 31, 2022 92.92%
February 28, 2022 92.92%
January 31, 2022 92.92%
Date Value
December 31, 2021 92.92%
November 30, 2021 92.92%
October 31, 2021 92.92%
September 30, 2021 92.92%
August 31, 2021 92.92%
July 31, 2021 92.92%
June 30, 2021 92.92%
May 31, 2021 92.92%
April 30, 2021 92.92%
March 31, 2021 92.92%
February 28, 2021 92.92%
January 31, 2021 92.92%
December 31, 2020 92.92%
November 30, 2020 92.92%
October 31, 2020 92.92%
September 30, 2020 92.92%
August 31, 2020 92.92%
July 31, 2020 92.92%
June 30, 2020 92.92%
May 31, 2020 92.92%
April 30, 2020 92.92%
March 31, 2020 92.06%
February 29, 2020 71.20%
January 31, 2020 69.51%
December 31, 2019 64.66%

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

48.59%
Minimum
Feb 2019
92.92%
Maximum
Apr 2020
85.70%
Average
92.92%
Median
Apr 2020