Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 100.00%
March 31, 2024 100.00%
February 29, 2024 100.00%
January 31, 2024 100.00%
December 31, 2023 100.00%
November 30, 2023 100.00%
October 31, 2023 100.00%
September 30, 2023 100.00%
August 31, 2023 100.00%
July 31, 2023 100.00%
June 30, 2023 100.00%
May 31, 2023 90.86%
April 30, 2023 90.86%
March 31, 2023 90.86%
February 28, 2023 90.86%
January 31, 2023 90.44%
December 31, 2022 90.21%
November 30, 2022 90.21%
October 31, 2022 90.21%
September 30, 2022 89.86%
August 31, 2022 84.76%
July 31, 2022 82.86%
June 30, 2022 82.29%
May 31, 2022 82.29%
April 30, 2022 82.29%
Date Value
March 31, 2022 82.29%
February 28, 2022 82.29%
January 31, 2022 82.29%
December 31, 2021 82.29%
November 30, 2021 82.29%
October 31, 2021 82.29%
September 30, 2021 82.29%
August 31, 2021 82.29%
July 31, 2021 83.09%
June 30, 2021 83.18%
May 31, 2021 88.13%
April 30, 2021 88.13%
March 31, 2021 88.13%
February 28, 2021 92.58%
January 31, 2021 92.58%
December 31, 2020 92.58%
November 30, 2020 92.58%
October 31, 2020 99.99%
September 30, 2020 99.99%
August 31, 2020 99.99%
July 31, 2020 99.99%
June 30, 2020 99.99%
May 31, 2020 99.99%
April 30, 2020 99.99%
March 31, 2020 99.99%

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

82.29%
Minimum
Aug 2021
100.00%
Maximum
Dec 2023
93.13%
Average
92.58%
Median
Nov 2020