Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.93%
March 31, 2024 99.93%
February 29, 2024 99.93%
January 31, 2024 99.93%
December 31, 2023 99.93%
November 30, 2023 99.93%
October 31, 2023 99.93%
September 30, 2023 99.93%
August 31, 2023 99.93%
July 31, 2023 99.93%
June 30, 2023 99.93%
May 31, 2023 99.93%
April 30, 2023 99.93%
March 31, 2023 99.93%
February 28, 2023 99.93%
January 31, 2023 97.83%
December 31, 2022 97.83%
November 30, 2022 97.83%
October 31, 2022 97.83%
September 30, 2022 97.97%
August 31, 2022 97.97%
July 31, 2022 98.17%
June 30, 2022 98.17%
May 31, 2022 98.17%
April 30, 2022 98.17%
Date Value
March 31, 2022 98.17%
February 28, 2022 98.17%
January 31, 2022 98.50%
December 31, 2021 98.50%
November 30, 2021 99.12%
October 31, 2021 99.12%
September 30, 2021 99.12%
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 99.12%
July 31, 2020 99.12%
June 30, 2020 99.12%
May 31, 2020 99.12%
April 30, 2020 99.12%
March 31, 2020 99.12%

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

97.83%
Minimum
Oct 2022
99.93%
Maximum
Feb 2023
99.08%
Average
99.12%
Median
May 2019