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 100.0%
October 31, 2023 100.00%
September 30, 2023 100.00%
August 31, 2023 100.00%
July 31, 2023 100.00%
June 30, 2023 99.92%
May 31, 2023 99.92%
April 30, 2023 99.92%
March 31, 2023 99.87%
February 28, 2023 99.87%
January 31, 2023 99.87%
December 31, 2022 99.87%
November 30, 2022 99.87%
October 31, 2022 99.58%
September 30, 2022 99.58%
August 31, 2022 99.58%
July 31, 2022 99.58%
June 30, 2022 99.44%
May 31, 2022 99.44%
April 30, 2022 98.12%
Date Value
March 31, 2022 97.93%
February 28, 2022 97.46%
January 31, 2022 97.38%
December 31, 2021 97.38%
November 30, 2021 92.49%
October 31, 2021 92.49%
September 30, 2021 91.55%
August 31, 2021 90.61%
July 31, 2021 90.61%
June 30, 2021 90.61%
May 31, 2021 90.61%
April 30, 2021 90.61%
March 31, 2021 90.61%
February 28, 2021 90.61%
January 31, 2021 90.61%
December 31, 2020 90.61%
November 30, 2020 90.61%
October 31, 2020 90.61%
September 30, 2020 90.61%
August 31, 2020 90.61%
July 31, 2020 90.61%
June 30, 2020 90.61%
May 31, 2020 90.61%
April 30, 2020 90.61%
March 31, 2020 90.61%

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

90.61%
Minimum
May 2019
100.0%
Maximum
Nov 2023
94.97%
Average
92.49%
Median
Oct 2021