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 99.98%
October 31, 2023 99.98%
September 30, 2023 99.98%
August 31, 2023 99.98%
July 31, 2023 99.98%
June 30, 2023 99.98%
May 31, 2023 99.22%
April 30, 2023 99.22%
March 31, 2023 99.22%
February 28, 2023 99.22%
January 31, 2023 99.22%
December 31, 2022 99.22%
November 30, 2022 99.22%
October 31, 2022 99.22%
September 30, 2022 99.22%
August 31, 2022 99.22%
July 31, 2022 97.67%
June 30, 2022 97.67%
May 31, 2022 97.67%
April 30, 2022 97.83%
Date Value
March 31, 2022 98.14%
February 28, 2022 98.61%
January 31, 2022 98.67%
December 31, 2021 99.17%
November 30, 2021 99.17%
October 31, 2021 99.17%
September 30, 2021 99.17%
August 31, 2021 99.17%
July 31, 2021 99.17%
June 30, 2021 99.17%
May 31, 2021 99.17%
April 30, 2021 99.17%
March 31, 2021 99.17%
February 28, 2021 99.17%
January 31, 2021 99.17%
December 31, 2020 99.17%
November 30, 2020 99.17%
October 31, 2020 99.17%
September 30, 2020 99.17%
August 31, 2020 99.17%
July 31, 2020 99.17%
June 30, 2020 99.17%
May 31, 2020 99.17%
April 30, 2020 99.17%
March 31, 2020 99.17%

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

97.67%
Minimum
Jun 2022
100.0%
Maximum
Dec 2023
99.20%
Average
99.17%
Median
May 2019