Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 100.00%
March 31, 2024 100.00%
February 29, 2024 100.00%
January 31, 2024 100.00%
December 31, 2023 100.00%
November 30, 2023 100.00%
October 31, 2023 100.00%
September 30, 2023 100.00%
August 31, 2023 100.00%
July 31, 2023 100.00%
June 30, 2023 100.00%
May 31, 2023 100.00%
April 30, 2023 100.00%
March 31, 2023 100.00%
February 28, 2023 100.00%
January 31, 2023 100.00%
December 31, 2022 100.00%
November 30, 2022 100.00%
October 31, 2022 100.00%
September 30, 2022 99.77%
August 31, 2022 99.75%
July 31, 2022 99.75%
June 30, 2022 99.75%
May 31, 2022 99.69%
April 30, 2022 99.45%
Date Value
March 31, 2022 99.43%
February 28, 2022 99.23%
January 31, 2022 99.23%
December 31, 2021 99.23%
November 30, 2021 98.86%
October 31, 2021 98.64%
September 30, 2021 98.57%
August 31, 2021 98.09%
July 31, 2021 98.09%
June 30, 2021 98.09%
May 31, 2021 97.27%
April 30, 2021 97.27%
March 31, 2021 96.85%
February 28, 2021 96.85%
January 31, 2021 96.85%
December 31, 2020 96.85%
November 30, 2020 96.32%
October 31, 2020 96.32%
September 30, 2020 96.32%
August 31, 2020 95.95%
July 31, 2020 94.55%
June 30, 2020 94.55%
May 31, 2020 94.55%
April 30, 2020 94.55%
March 31, 2020 94.55%

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

78.25%
Minimum
May 2019
100.00%
Maximum
Dec 2023
95.90%
Average
98.75%
Median

Max Drawdown (5Y) Benchmarks