Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 100.00%
March 31, 2024 100.00%
February 29, 2024 100.00%
January 31, 2024 100.00%
December 31, 2023 100.00%
November 30, 2023 100.00%
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 100.00%
October 31, 2022 100.00%
September 30, 2022 100.00%
August 31, 2022 100.00%
July 31, 2022 100.00%
June 30, 2022 100.00%
May 31, 2022 100.00%
April 30, 2022 100.00%
Date Value
March 31, 2022 100.00%
February 28, 2022 100.00%
January 31, 2022 99.34%
December 31, 2021 99.34%
November 30, 2021 99.34%
October 31, 2021 99.34%
September 30, 2021 99.34%
August 31, 2021 99.34%
July 31, 2021 99.34%
June 30, 2021 99.34%
May 31, 2021 99.34%
April 30, 2021 99.34%
March 31, 2021 99.34%
February 28, 2021 99.34%
January 31, 2021 99.34%
December 31, 2020 99.34%
November 30, 2020 99.34%
October 31, 2020 94.34%
September 30, 2020 94.11%
August 31, 2020 93.87%
July 31, 2020 93.87%
June 30, 2020 93.87%
May 31, 2020 89.20%
April 30, 2020 89.20%
March 31, 2020 88.72%

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.

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Max Drawdown (5Y) Range, Past 5 Years

33.96%
Minimum
May 2019
100.00%
Maximum
Feb 2022
92.25%
Average
99.34%
Median
Nov 2020