Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2024 92.89%
December 31, 2023 92.89%
November 30, 2023 92.89%
October 31, 2023 92.89%
September 30, 2023 92.89%
August 31, 2023 92.89%
July 31, 2023 92.89%
June 30, 2023 92.89%
May 31, 2023 92.89%
April 30, 2023 92.89%
March 31, 2023 92.89%
February 28, 2023 92.89%
January 31, 2023 92.89%
December 31, 2022 92.89%
November 30, 2022 92.89%
October 31, 2022 92.89%
September 30, 2022 92.63%
August 31, 2022 92.16%
July 31, 2022 92.16%
June 30, 2022 92.16%
May 31, 2022 91.08%
April 30, 2022 87.84%
March 31, 2022 87.68%
February 28, 2022 87.68%
January 31, 2022 87.68%
Date Value
December 31, 2021 86.43%
November 30, 2021 86.43%
October 31, 2021 86.43%
September 30, 2021 86.43%
August 31, 2021 85.36%
July 31, 2021 83.21%
June 30, 2021 82.68%
May 31, 2021 82.68%
April 30, 2021 83.25%
March 31, 2021 91.25%
February 28, 2021 92.75%
January 31, 2021 94.75%
December 31, 2020 95.50%
November 30, 2020 96.75%
October 31, 2020 96.75%
September 30, 2020 98.00%
August 31, 2020 98.00%
July 31, 2020 98.00%
June 30, 2020 98.00%
May 31, 2020 98.00%
April 30, 2020 98.00%
March 31, 2020 98.00%
February 29, 2020 98.00%
January 31, 2020 98.00%
December 31, 2019 98.00%

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

82.68%
Minimum
May 2021
98.00%
Maximum
Nov 2019
92.27%
Average
92.89%
Median
Oct 2022