Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2022 95.59%
August 31, 2022 95.59%
July 31, 2022 95.59%
June 30, 2022 95.59%
May 31, 2022 95.59%
April 30, 2022 95.59%
March 31, 2022 95.59%
February 28, 2022 95.59%
January 31, 2022 95.59%
December 31, 2021 95.59%
November 30, 2021 95.59%
October 31, 2021 95.59%
September 30, 2021 95.59%
August 31, 2021 95.59%
July 31, 2021 95.59%
June 30, 2021 95.59%
May 31, 2021 95.59%
April 30, 2021 95.59%
March 31, 2021 95.59%
February 28, 2021 95.59%
January 31, 2021 92.00%
December 31, 2020 92.00%
November 30, 2020 92.00%
October 31, 2020 92.00%
September 30, 2020 92.00%
Date Value
August 31, 2020 64.00%
July 31, 2020 64.00%
June 30, 2020 64.00%
May 31, 2020 48.00%
April 30, 2020 45.54%
March 31, 2020 45.54%
February 29, 2020 45.54%
January 31, 2020 45.54%
December 31, 2019 45.54%
November 30, 2019 45.54%
October 31, 2019 45.54%
September 30, 2019 45.54%
August 31, 2019 45.54%
July 31, 2019 45.54%
June 30, 2019 45.54%
May 31, 2019 45.54%
April 30, 2019 45.54%
March 31, 2019 45.54%
February 28, 2019 45.54%
January 31, 2019 45.54%
December 31, 2018 45.54%
November 30, 2018 45.54%
October 31, 2018 45.54%
September 30, 2018 45.54%
August 31, 2018 45.54%

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

45.54%
Minimum
May 2019
95.59%
Maximum
Feb 2021
77.03%
Average
92.00%
Median
Sep 2020

Max Drawdown (5Y) Benchmarks