Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 48.96%
March 31, 2024 48.96%
February 29, 2024 48.96%
January 31, 2024 48.96%
December 31, 2023 48.96%
November 30, 2023 48.96%
October 31, 2023 48.96%
September 30, 2023 48.96%
August 31, 2023 48.96%
July 31, 2023 48.96%
June 30, 2023 48.96%
May 31, 2023 48.96%
April 30, 2023 48.96%
March 31, 2023 48.96%
February 28, 2023 48.96%
January 31, 2023 48.96%
December 31, 2022 48.96%
November 30, 2022 48.96%
October 31, 2022 48.96%
September 30, 2022 42.26%
August 31, 2022 42.26%
July 31, 2022 42.26%
June 30, 2022 38.32%
May 31, 2022 32.25%
April 30, 2022 32.04%
Date Value
March 31, 2022 32.04%
February 28, 2022 26.33%
January 31, 2022 26.33%
December 31, 2021 21.18%
November 30, 2021 21.18%
October 31, 2021 21.18%
September 30, 2021 21.18%
August 31, 2021 21.18%
July 31, 2021 21.18%
June 30, 2021 21.18%
May 31, 2021 21.18%
April 30, 2021 21.18%
March 31, 2021 21.18%
February 28, 2021 21.18%
January 31, 2021 21.18%
December 31, 2020 21.18%
November 30, 2020 21.18%
October 31, 2020 21.18%
September 30, 2020 21.18%
August 31, 2020 21.18%
July 31, 2020 21.18%
June 30, 2020 21.18%
May 31, 2020 21.18%
April 30, 2020 21.18%
March 31, 2020 21.18%

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

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Minimum
May 2019
48.96%
Maximum
Oct 2022
31.06%
Average
21.18%
Median
Aug 2019

Max Drawdown (5Y) Benchmarks