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 99.69%
October 31, 2023 99.69%
September 30, 2023 99.69%
August 31, 2023 99.69%
July 31, 2023 99.69%
June 30, 2023 99.38%
May 31, 2023 95.88%
April 30, 2023 92.99%
March 31, 2023 92.00%
February 28, 2023 92.00%
January 31, 2023 92.00%
December 31, 2022 92.00%
November 30, 2022 92.00%
October 31, 2022 92.00%
September 30, 2022 92.00%
August 31, 2022 92.00%
July 31, 2022 92.00%
June 30, 2022 92.00%
May 31, 2022 92.00%
April 30, 2022 92.00%
Date Value
March 31, 2022 92.00%
February 28, 2022 92.00%
January 31, 2022 92.00%
December 31, 2021 92.00%
November 30, 2021 94.25%
October 31, 2021 94.25%
September 30, 2021 94.25%
August 31, 2021 95.60%
July 31, 2021 95.60%
June 30, 2021 95.60%
May 31, 2021 95.60%
April 30, 2021 95.60%
March 31, 2021 95.60%
February 28, 2021 96.40%
January 31, 2021 96.40%
December 31, 2020 96.40%
November 30, 2020 96.40%
October 31, 2020 96.40%
September 30, 2020 96.40%
August 31, 2020 96.40%
July 31, 2020 96.40%
June 30, 2020 96.40%
May 31, 2020 96.40%
April 30, 2020 96.40%
March 31, 2020 96.40%

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

92.00%
Minimum
Dec 2021
100.00%
Maximum
Dec 2023
95.60%
Average
96.40%
Median
May 2019