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 99.58%
September 30, 2023 99.58%
August 31, 2023 99.58%
July 31, 2023 99.58%
June 30, 2023 99.58%
May 31, 2023 99.58%
April 30, 2023 99.58%
March 31, 2023 99.58%
February 28, 2023 99.46%
January 31, 2023 99.46%
December 31, 2022 99.39%
November 30, 2022 99.39%
October 31, 2022 99.39%
September 30, 2022 99.39%
August 31, 2022 99.37%
July 31, 2022 99.37%
June 30, 2022 99.37%
May 31, 2022 99.34%
April 30, 2022 99.19%
Date Value
March 31, 2022 99.19%
February 28, 2022 99.19%
January 31, 2022 97.77%
December 31, 2021 97.07%
November 30, 2021 95.46%
October 31, 2021 95.46%
September 30, 2021 95.46%
August 31, 2021 95.46%
July 31, 2021 95.46%
June 30, 2021 95.46%
May 31, 2021 95.46%
April 30, 2021 95.46%
March 31, 2021 95.46%
February 28, 2021 95.46%
January 31, 2021 95.46%
December 31, 2020 95.46%
November 30, 2020 95.46%
October 31, 2020 95.33%
September 30, 2020 95.33%
August 31, 2020 95.33%
July 31, 2020 95.33%
June 30, 2020 95.33%
May 31, 2020 95.33%
April 30, 2020 95.33%
March 31, 2020 95.33%

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

61.41%
Minimum
May 2019
99.58%
Maximum
Mar 2023
95.79%
Average
95.46%
Median
Nov 2020

Max Drawdown (5Y) Benchmarks