Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 98.70%
March 31, 2024 98.70%
February 29, 2024 98.70%
January 31, 2024 98.70%
December 31, 2023 98.70%
November 30, 2023 98.70%
October 31, 2023 98.70%
September 30, 2023 98.70%
August 31, 2023 98.70%
July 31, 2023 98.70%
June 30, 2023 98.70%
May 31, 2023 98.70%
April 30, 2023 98.70%
March 31, 2023 98.70%
February 28, 2023 98.70%
January 31, 2023 98.70%
December 31, 2022 98.70%
November 30, 2022 98.70%
October 31, 2022 98.70%
September 30, 2022 98.70%
August 31, 2022 98.70%
July 31, 2022 98.70%
June 30, 2022 98.70%
May 31, 2022 98.70%
April 30, 2022 98.70%
Date Value
March 31, 2022 99.00%
February 28, 2022 99.00%
January 31, 2022 99.00%
December 31, 2021 99.08%
November 30, 2021 99.58%
October 31, 2021 99.63%
September 30, 2021 99.71%
August 31, 2021 99.71%
July 31, 2021 99.98%
June 30, 2021 99.98%
May 31, 2021 99.98%
April 30, 2021 99.98%
March 31, 2021 99.98%
February 28, 2021 99.98%
January 31, 2021 99.98%
December 31, 2020 99.98%
November 30, 2020 99.98%
October 31, 2020 99.98%
September 30, 2020 99.98%
August 31, 2020 99.98%
July 31, 2020 99.98%
June 30, 2020 99.98%
May 31, 2020 99.98%
April 30, 2020 99.98%
March 31, 2020 99.98%

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

98.70%
Minimum
Apr 2022
99.98%
Maximum
May 2019
99.36%
Average
99.61%
Median

Max Drawdown (5Y) Benchmarks