Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2023 62.47%
November 30, 2023 62.47%
October 31, 2023 62.47%
September 30, 2023 62.47%
August 31, 2023 62.47%
July 31, 2023 62.47%
June 30, 2023 62.47%
May 31, 2023 62.47%
April 30, 2023 62.47%
March 31, 2023 62.47%
February 28, 2023 62.47%
January 31, 2023 62.47%
December 31, 2022 62.47%
November 30, 2022 62.47%
October 31, 2022 62.47%
September 30, 2022 62.47%
August 31, 2022 62.47%
July 31, 2022 62.47%
June 30, 2022 62.47%
May 31, 2022 62.47%
April 30, 2022 62.47%
March 31, 2022 62.47%
February 28, 2022 62.47%
January 31, 2022 62.47%
December 31, 2021 62.47%
Date Value
November 30, 2021 62.47%
October 31, 2021 62.47%
September 30, 2021 62.47%
August 31, 2021 62.47%
July 31, 2021 62.47%
June 30, 2021 62.47%
May 31, 2021 62.47%
April 30, 2021 62.47%
March 31, 2021 62.47%
February 28, 2021 62.47%
January 31, 2021 62.47%
December 31, 2020 62.47%
November 30, 2020 62.47%
October 31, 2020 62.47%
September 30, 2020 62.47%
August 31, 2020 62.47%
July 31, 2020 62.47%
June 30, 2020 62.47%
May 31, 2020 62.47%
April 30, 2020 62.47%
March 31, 2020 62.47%
February 29, 2020 49.02%
January 31, 2020 49.02%
December 31, 2019 49.02%
November 30, 2019 49.02%

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

49.02%
Minimum
May 2019
62.47%
Maximum
Mar 2020
60.07%
Average
62.47%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks