Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2022 98.01%
October 31, 2022 98.23%
September 30, 2022 98.31%
August 31, 2022 98.31%
July 31, 2022 98.51%
June 30, 2022 98.51%
May 31, 2022 98.51%
April 30, 2022 98.51%
March 31, 2022 98.51%
February 28, 2022 98.55%
January 31, 2022 98.81%
December 31, 2021 98.93%
November 30, 2021 98.93%
October 31, 2021 98.93%
September 30, 2021 98.93%
August 31, 2021 98.93%
July 31, 2021 98.93%
June 30, 2021 98.94%
May 31, 2021 98.94%
April 30, 2021 98.94%
March 31, 2021 98.94%
February 28, 2021 98.94%
January 31, 2021 98.94%
December 31, 2020 98.94%
November 30, 2020 98.94%
Date Value
October 31, 2020 98.94%
September 30, 2020 98.94%
August 31, 2020 98.94%
July 31, 2020 98.94%
June 30, 2020 98.94%
May 31, 2020 98.94%
April 30, 2020 98.94%
March 31, 2020 98.94%
February 29, 2020 98.94%
January 31, 2020 98.94%
December 31, 2019 98.94%
November 30, 2019 98.94%
October 31, 2019 98.94%
September 30, 2019 98.94%
August 31, 2019 98.94%
July 31, 2019 98.94%
June 30, 2019 98.94%
May 31, 2019 98.94%
April 30, 2019 98.94%
March 31, 2019 98.94%
February 28, 2019 98.94%
January 31, 2019 98.94%
December 31, 2018 98.94%
November 30, 2018 98.94%
October 31, 2018 98.94%

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

98.01%
Minimum
Nov 2022
98.94%
Maximum
May 2019
98.81%
Average
98.94%
Median
May 2019