Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.60%
March 31, 2024 99.60%
February 29, 2024 99.60%
January 31, 2024 99.60%
December 31, 2023 99.60%
November 30, 2023 99.57%
October 31, 2023 99.57%
September 30, 2023 99.57%
August 31, 2023 99.57%
July 31, 2023 99.57%
June 30, 2023 99.26%
May 31, 2023 98.71%
April 30, 2023 98.71%
March 31, 2023 98.71%
February 28, 2023 98.71%
January 31, 2023 98.71%
December 31, 2022 98.71%
November 30, 2022 97.94%
October 31, 2022 96.63%
September 30, 2022 96.56%
August 31, 2022 96.56%
July 31, 2022 96.56%
June 30, 2022 96.56%
May 31, 2022 93.86%
April 30, 2022 93.31%
Date Value
March 31, 2022 93.25%
February 28, 2022 93.19%
January 31, 2022 93.19%
December 31, 2021 93.19%
November 30, 2021 93.19%
October 31, 2021 91.17%
September 30, 2021 89.02%
August 31, 2021 89.02%
July 31, 2021 89.02%
June 30, 2021 89.02%
May 31, 2021 89.02%
April 30, 2021 89.02%
March 31, 2021 89.02%
February 28, 2021 89.02%
January 31, 2021 89.02%
December 31, 2020 89.02%
November 30, 2020 89.02%
October 31, 2020 89.02%
September 30, 2020 89.02%
August 31, 2020 89.02%
July 31, 2020 89.02%
June 30, 2020 89.02%
May 31, 2020 89.02%
April 30, 2020 89.02%
March 31, 2020 89.02%

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

82.22%
Minimum
May 2019
99.60%
Maximum
Dec 2023
92.44%
Average
92.18%
Median