Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2024 100.0%
April 30, 2024 100.0%
March 31, 2024 100.0%
February 29, 2024 100.0%
January 31, 2024 100.0%
December 31, 2023 100.0%
November 30, 2023 100.0%
October 31, 2023 100.00%
September 30, 2023 100.00%
August 31, 2023 100.00%
July 31, 2023 100.00%
June 30, 2023 100.00%
May 31, 2023 100.00%
April 30, 2023 100.00%
March 31, 2023 100.00%
February 28, 2023 100.00%
January 31, 2023 100.00%
December 31, 2022 100.00%
November 30, 2022 95.75%
October 31, 2022 95.75%
September 30, 2022 95.75%
August 31, 2022 94.69%
July 31, 2022 93.45%
June 30, 2022 93.45%
May 31, 2022 92.93%
Date Value
April 30, 2022 86.67%
March 31, 2022 86.67%
February 28, 2022 86.67%
January 31, 2022 84.33%
December 31, 2021 79.32%
November 30, 2021 76.95%
October 31, 2021 76.95%
September 30, 2021 75.76%
August 31, 2021 75.51%
July 31, 2021 78.25%
June 30, 2021 82.29%
May 31, 2021 82.29%
April 30, 2021 82.29%
March 31, 2021 82.29%
February 28, 2021 82.29%
January 31, 2021 82.29%
December 31, 2020 82.29%
November 30, 2020 88.12%
October 31, 2020 93.60%
September 30, 2020 93.60%
August 31, 2020 93.60%
July 31, 2020 93.60%
June 30, 2020 93.60%
May 31, 2020 93.60%
April 30, 2020 93.60%

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

75.51%
Minimum
Aug 2021
100.0%
Maximum
Nov 2023
92.32%
Average
94.15%
Median