Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 97.58%
March 31, 2024 97.58%
February 29, 2024 97.58%
January 31, 2024 97.58%
December 31, 2023 97.58%
November 30, 2023 97.58%
October 31, 2023 97.58%
September 30, 2023 96.01%
August 31, 2023 95.73%
July 31, 2023 95.73%
June 30, 2023 95.73%
May 31, 2023 95.73%
April 30, 2023 95.17%
March 31, 2023 95.17%
February 28, 2023 95.17%
January 31, 2023 95.17%
December 31, 2022 95.17%
November 30, 2022 94.97%
October 31, 2022 94.70%
September 30, 2022 93.97%
August 31, 2022 90.52%
July 31, 2022 90.52%
June 30, 2022 90.52%
May 31, 2022 90.23%
April 30, 2022 84.87%
Date Value
March 31, 2022 84.60%
February 28, 2022 81.06%
January 31, 2022 77.00%
December 31, 2021 77.00%
November 30, 2021 77.00%
October 31, 2021 77.00%
September 30, 2021 77.00%
August 31, 2021 77.00%
July 31, 2021 77.00%
June 30, 2021 77.00%
May 31, 2021 77.00%
April 30, 2021 77.00%
March 31, 2021 77.00%
February 28, 2021 77.00%
January 31, 2021 77.00%
December 31, 2020 77.00%
November 30, 2020 77.00%
October 31, 2020 77.00%
September 30, 2020 77.00%
August 31, 2020 77.00%
July 31, 2020 77.00%
June 30, 2020 77.00%
May 31, 2020 77.00%
April 30, 2020 77.00%
March 31, 2020 77.00%

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

16.59%
Minimum
May 2019
97.58%
Maximum
Oct 2023
79.83%
Average
77.00%
Median
Mar 2020

Max Drawdown (5Y) Benchmarks