Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2023 69.47%
November 30, 2023 69.47%
October 31, 2023 69.47%
September 30, 2023 69.47%
August 31, 2023 69.47%
July 31, 2023 69.47%
June 30, 2023 69.47%
May 31, 2023 69.47%
April 30, 2023 69.47%
March 31, 2023 69.47%
February 28, 2023 69.47%
January 31, 2023 69.47%
December 31, 2022 69.47%
November 30, 2022 68.72%
October 31, 2022 66.19%
September 30, 2022 64.79%
August 31, 2022 61.99%
July 31, 2022 61.99%
June 30, 2022 61.99%
May 31, 2022 60.31%
April 30, 2022 51.64%
March 31, 2022 48.11%
February 28, 2022 44.24%
January 31, 2022 43.67%
December 31, 2021 43.67%
Date Value
November 30, 2021 43.67%
October 31, 2021 43.67%
September 30, 2021 43.67%
August 31, 2021 43.67%
July 31, 2021 43.67%
June 30, 2021 43.67%
May 31, 2021 43.67%
April 30, 2021 43.67%
March 31, 2021 43.67%
February 28, 2021 43.67%
January 31, 2021 43.67%
December 31, 2020 43.67%
November 30, 2020 43.67%
October 31, 2020 43.67%
September 30, 2020 43.67%
August 31, 2020 43.67%
July 31, 2020 43.67%
June 30, 2020 43.67%
May 31, 2020 43.67%
April 30, 2020 43.67%
March 31, 2020 43.67%
February 29, 2020 27.42%
January 31, 2020 27.42%
December 31, 2019 27.42%
November 30, 2019 27.42%

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

27.42%
Minimum
May 2019
69.47%
Maximum
Dec 2022
49.50%
Average
43.67%
Median
Mar 2020