Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2023 56.78%
August 31, 2023 56.78%
July 31, 2023 56.78%
June 30, 2023 56.78%
May 31, 2023 56.78%
April 30, 2023 56.78%
March 31, 2023 56.78%
February 28, 2023 56.78%
January 31, 2023 56.78%
December 31, 2022 56.78%
November 30, 2022 56.78%
October 31, 2022 56.78%
September 30, 2022 49.68%
August 31, 2022 36.00%
July 31, 2022 36.00%
June 30, 2022 36.00%
May 31, 2022 36.00%
April 30, 2022 34.67%
March 31, 2022 34.67%
February 28, 2022 34.67%
January 31, 2022 31.78%
December 31, 2021 25.53%
November 30, 2021 25.53%
October 31, 2021 25.53%
September 30, 2021 25.53%
Date Value
August 31, 2021 25.53%
July 31, 2021 25.53%
June 30, 2021 25.53%
May 31, 2021 25.53%
April 30, 2021 25.53%
March 31, 2021 25.53%
February 28, 2021 25.53%
January 31, 2021 25.53%
December 31, 2020 25.53%
November 30, 2020 25.53%
October 31, 2020 25.53%
September 30, 2020 25.53%
August 31, 2020 25.53%
July 31, 2020 25.53%
June 30, 2020 25.53%
May 31, 2020 25.53%
April 30, 2020 25.53%
March 31, 2020 10.22%
February 29, 2020 10.22%
January 31, 2020 10.22%
December 31, 2019 10.22%
November 30, 2019 10.22%
October 31, 2019 10.22%
September 30, 2019 10.22%
August 31, 2019 10.22%

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

1.56%
Minimum
May 2019
56.78%
Maximum
Oct 2022
31.15%
Average
25.53%
Median
Apr 2020