Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.97%
March 31, 2024 99.96%
February 29, 2024 99.93%
January 31, 2024 99.93%
December 31, 2023 99.93%
November 30, 2023 99.89%
October 31, 2023 99.82%
September 30, 2023 99.78%
August 31, 2023 99.77%
July 31, 2023 99.62%
June 30, 2023 99.60%
May 31, 2023 99.60%
April 30, 2023 99.55%
March 31, 2023 99.48%
February 28, 2023 99.48%
January 31, 2023 99.48%
December 31, 2022 99.48%
November 30, 2022 97.08%
October 31, 2022 96.24%
September 30, 2022 94.45%
August 31, 2022 93.23%
July 31, 2022 93.23%
June 30, 2022 93.23%
May 31, 2022 91.24%
April 30, 2022 87.65%
Date Value
March 31, 2022 80.87%
February 28, 2022 80.87%
January 31, 2022 80.87%
December 31, 2021 80.87%
November 30, 2021 80.87%
October 31, 2021 80.87%
September 30, 2021 80.87%
August 31, 2021 80.87%
July 31, 2021 80.87%
June 30, 2021 80.87%
May 31, 2021 80.87%
April 30, 2021 80.87%
March 31, 2021 80.87%
February 28, 2021 80.87%
January 31, 2021 80.87%
December 31, 2020 80.87%
November 30, 2020 80.87%
October 31, 2020 27.94%
September 30, 2020 6.72%
August 31, 2020 6.72%
July 31, 2020 6.72%
June 30, 2020 6.72%
May 31, 2020 6.72%
April 30, 2020 6.72%
March 31, 2020 6.72%

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

1.53%
Minimum
May 2019
99.97%
Maximum
Apr 2024
65.26%
Average
80.87%
Median
Nov 2020

Max Drawdown (5Y) Benchmarks