Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2024 100.00%
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 100.00%
April 30, 2023 100.00%
March 31, 2023 100.00%
February 28, 2023 100.00%
January 31, 2023 100.00%
December 31, 2022 100.00%
November 30, 2022 100.00%
October 31, 2022 100.00%
September 30, 2022 100.00%
August 31, 2022 100.00%
July 31, 2022 98.23%
June 30, 2022 98.23%
May 31, 2022 98.23%
Date Value
April 30, 2022 98.23%
March 31, 2022 98.23%
February 28, 2022 98.23%
January 31, 2022 98.23%
December 31, 2021 98.23%
November 30, 2021 98.23%
October 31, 2021 98.23%
September 30, 2021 98.23%
August 31, 2021 98.23%
July 31, 2021 98.23%
June 30, 2021 98.14%
May 31, 2021 93.60%
April 30, 2021 93.60%
March 31, 2021 93.60%
February 28, 2021 93.60%
January 31, 2021 93.60%
December 31, 2020 93.60%
November 30, 2020 92.50%
October 31, 2020 92.50%
September 30, 2020 92.50%
August 31, 2020 93.33%
July 31, 2020 93.33%
June 30, 2020 93.33%
May 31, 2020 93.50%
April 30, 2020 93.50%

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

92.50%
Minimum
Sep 2020
100.00%
Maximum
Aug 2022
97.58%
Average
98.23%
Median
Jul 2021