Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.58%
March 31, 2024 99.58%
February 29, 2024 99.58%
January 31, 2024 99.58%
December 31, 2023 99.58%
November 30, 2023 99.58%
October 31, 2023 99.43%
September 30, 2023 99.39%
August 31, 2023 99.39%
July 31, 2023 99.39%
June 30, 2023 99.16%
May 31, 2023 99.16%
April 30, 2023 98.80%
March 31, 2023 98.47%
February 28, 2023 98.47%
January 31, 2023 98.47%
December 31, 2022 98.47%
November 30, 2022 98.47%
October 31, 2022 98.47%
September 30, 2022 97.94%
August 31, 2022 97.94%
July 31, 2022 97.94%
June 30, 2022 97.94%
May 31, 2022 97.68%
April 30, 2022 96.78%
Date Value
March 31, 2022 95.79%
February 28, 2022 95.79%
January 31, 2022 95.32%
December 31, 2021 93.17%
November 30, 2021 92.12%
October 31, 2021 92.12%
September 30, 2021 92.12%
August 31, 2021 92.12%
July 31, 2021 92.12%
June 30, 2021 92.12%
May 31, 2021 92.12%
April 30, 2021 92.12%
March 31, 2021 92.12%
February 28, 2021 92.12%
January 31, 2021 92.12%
December 31, 2020 92.12%
November 30, 2020 92.12%
October 31, 2020 92.12%
September 30, 2020 92.12%
August 31, 2020 92.12%
July 31, 2020 92.12%
June 30, 2020 92.12%
May 31, 2020 92.12%
April 30, 2020 92.12%
March 31, 2020 92.12%

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

41.18%
Minimum
May 2019
99.58%
Maximum
Nov 2023
92.16%
Average
92.12%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks