Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 84.46%
March 31, 2024 84.46%
February 29, 2024 84.46%
January 31, 2024 84.46%
December 31, 2023 84.46%
November 30, 2023 84.46%
October 31, 2023 84.46%
September 30, 2023 84.46%
August 31, 2023 84.46%
July 31, 2023 84.46%
June 30, 2023 84.46%
May 31, 2023 84.46%
April 30, 2023 84.46%
March 31, 2023 84.46%
February 28, 2023 84.46%
January 31, 2023 84.46%
December 31, 2022 84.46%
November 30, 2022 84.46%
October 31, 2022 84.46%
September 30, 2022 84.25%
August 31, 2022 77.14%
July 31, 2022 76.38%
June 30, 2022 76.38%
May 31, 2022 76.38%
April 30, 2022 73.14%
Date Value
March 31, 2022 66.39%
February 28, 2022 63.37%
January 31, 2022 60.28%
December 31, 2021 47.53%
November 30, 2021 47.53%
October 31, 2021 47.53%
September 30, 2021 47.53%
August 31, 2021 47.53%
July 31, 2021 47.53%
June 30, 2021 47.53%
May 31, 2021 47.53%
April 30, 2021 47.53%
March 31, 2021 47.53%
February 28, 2021 47.53%
January 31, 2021 47.53%
December 31, 2020 47.53%
November 30, 2020 47.53%
October 31, 2020 51.57%
September 30, 2020 51.57%
August 31, 2020 51.57%
July 31, 2020 51.57%
June 30, 2020 51.57%
May 31, 2020 51.57%
April 30, 2020 51.57%
March 31, 2020 51.57%

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

47.53%
Minimum
Nov 2020
84.46%
Maximum
Oct 2022
64.20%
Average
51.57%
Median
May 2019

Max Drawdown (5Y) Benchmarks