Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2024 47.58%
December 31, 2023 47.58%
November 30, 2023 47.58%
October 31, 2023 50.07%
September 30, 2023 55.53%
August 31, 2023 58.48%
July 31, 2023 59.30%
June 30, 2023 59.72%
May 31, 2023 60.34%
April 30, 2023 60.34%
March 31, 2023 60.34%
February 28, 2023 60.34%
January 31, 2023 60.34%
December 31, 2022 60.34%
November 30, 2022 66.14%
October 31, 2022 69.23%
September 30, 2022 76.15%
August 31, 2022 76.15%
July 31, 2022 76.77%
June 30, 2022 77.14%
May 31, 2022 79.81%
April 30, 2022 82.23%
March 31, 2022 82.23%
February 28, 2022 82.23%
January 31, 2022 82.23%
Date Value
December 31, 2021 82.27%
November 30, 2021 82.27%
October 31, 2021 83.70%
September 30, 2021 86.04%
August 31, 2021 86.04%
July 31, 2021 86.04%
June 30, 2021 86.04%
May 31, 2021 86.04%
April 30, 2021 86.04%
March 31, 2021 86.04%
February 28, 2021 86.04%
January 31, 2021 86.04%
December 31, 2020 86.04%
November 30, 2020 86.04%
October 31, 2020 87.35%
September 30, 2020 88.17%
August 31, 2020 88.17%
July 31, 2020 88.17%
June 30, 2020 88.17%
May 31, 2020 88.17%
April 30, 2020 88.17%
March 31, 2020 88.17%
February 29, 2020 88.17%
January 31, 2020 88.17%
December 31, 2019 88.17%

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

47.58%
Minimum
Nov 2023
88.17%
Maximum
May 2019
77.53%
Average
86.04%
Median
Nov 2020