Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 99.99%
February 29, 2024 99.99%
January 31, 2024 99.99%
December 31, 2023 99.99%
November 30, 2023 99.99%
October 31, 2023 99.99%
September 30, 2023 99.97%
August 31, 2023 99.96%
July 31, 2023 99.96%
June 30, 2023 99.96%
May 31, 2023 99.96%
April 30, 2023 99.96%
March 31, 2023 99.96%
February 28, 2023 99.95%
January 31, 2023 99.93%
December 31, 2022 99.92%
November 30, 2022 99.92%
October 31, 2022 99.73%
September 30, 2022 99.73%
August 31, 2022 99.73%
July 31, 2022 99.73%
June 30, 2022 99.60%
May 31, 2022 99.47%
April 30, 2022 99.47%
March 31, 2022 99.47%
Date Value
February 28, 2022 99.47%
January 31, 2022 99.47%
December 31, 2021 99.20%
November 30, 2021 99.20%
October 31, 2021 99.20%
September 30, 2021 99.20%
August 31, 2021 99.12%
July 31, 2021 99.12%
June 30, 2021 99.12%
May 31, 2021 99.12%
April 30, 2021 99.12%
March 31, 2021 99.12%
February 28, 2021 99.12%
January 31, 2021 99.12%
December 31, 2020 99.12%
November 30, 2020 99.12%
October 31, 2020 99.12%
September 30, 2020 99.12%
August 31, 2020 98.22%
July 31, 2020 98.22%
June 30, 2020 98.22%
May 31, 2020 98.22%
April 30, 2020 98.22%
March 31, 2020 98.22%
February 29, 2020 97.89%

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

97.89%
Minimum
Nov 2019
99.99%
Maximum
Oct 2023
99.29%
Average
99.47%
Median
Jan 2022