Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 28.01%
March 31, 2024 28.01%
February 29, 2024 28.01%
January 31, 2024 28.01%
December 31, 2023 28.01%
November 30, 2023 28.01%
October 31, 2023 28.01%
September 30, 2023 28.01%
August 31, 2023 28.01%
July 31, 2023 28.01%
June 30, 2023 28.01%
May 31, 2023 28.01%
April 30, 2023 28.01%
March 31, 2023 28.01%
February 28, 2023 28.01%
January 31, 2023 28.01%
December 31, 2022 28.01%
November 30, 2022 28.01%
October 31, 2022 28.01%
September 30, 2022 28.01%
August 31, 2022 23.50%
July 31, 2022 23.50%
June 30, 2022 23.50%
May 31, 2022 23.50%
April 30, 2022 23.50%
Date Value
March 31, 2022 23.50%
February 28, 2022 23.50%
January 31, 2022 23.50%
December 31, 2021 23.50%
November 30, 2021 23.50%
October 31, 2021 23.50%
September 30, 2021 23.50%
August 31, 2021 23.50%
July 31, 2021 23.50%
June 30, 2021 23.50%
May 31, 2021 23.50%
April 30, 2021 23.50%
March 31, 2021 23.50%
February 28, 2021 23.50%
January 31, 2021 23.50%
December 31, 2020 23.50%
November 30, 2020 23.50%
October 31, 2020 23.50%
September 30, 2020 23.50%
August 31, 2020 23.50%
July 31, 2020 23.50%
June 30, 2020 24.89%
May 31, 2020 24.89%
April 30, 2020 24.89%
March 31, 2020 24.89%

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

23.50%
Minimum
Jul 2020
28.01%
Maximum
Sep 2022
25.66%
Average
24.89%
Median
Dec 2019

Max Drawdown (5Y) Benchmarks