Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2024 91.86%
December 31, 2023 91.86%
November 30, 2023 91.86%
October 31, 2023 91.86%
September 30, 2023 91.86%
August 31, 2023 91.86%
July 31, 2023 91.86%
June 30, 2023 91.86%
May 31, 2023 91.86%
April 30, 2023 91.86%
March 31, 2023 91.86%
February 28, 2023 91.86%
January 31, 2023 91.86%
December 31, 2022 91.86%
November 30, 2022 94.55%
October 31, 2022 94.77%
September 30, 2022 96.73%
August 31, 2022 96.73%
July 31, 2022 96.83%
June 30, 2022 96.98%
May 31, 2022 97.29%
April 30, 2022 97.75%
March 31, 2022 97.75%
February 28, 2022 97.75%
January 31, 2022 97.75%
Date Value
December 31, 2021 97.75%
November 30, 2021 97.75%
October 31, 2021 97.75%
September 30, 2021 98.23%
August 31, 2021 98.23%
July 31, 2021 98.23%
June 30, 2021 98.23%
May 31, 2021 98.23%
April 30, 2021 98.23%
March 31, 2021 98.23%
February 28, 2021 98.23%
January 31, 2021 98.23%
December 31, 2020 98.23%
November 30, 2020 98.32%
October 31, 2020 98.48%
September 30, 2020 98.49%
August 31, 2020 98.49%
July 31, 2020 98.49%
June 30, 2020 98.49%
May 31, 2020 98.49%
April 30, 2020 98.49%
March 31, 2020 98.49%
February 29, 2020 98.49%
January 31, 2020 98.49%
December 31, 2019 98.49%

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

91.86%
Minimum
Dec 2022
98.49%
Maximum
May 2019
96.45%
Average
98.23%
Median
Dec 2020