Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 91.36%
March 31, 2024 91.36%
February 29, 2024 91.36%
January 31, 2024 91.36%
December 31, 2023 91.36%
November 30, 2023 91.36%
October 31, 2023 91.03%
September 30, 2023 89.42%
August 31, 2023 89.42%
July 31, 2023 89.42%
June 30, 2023 89.42%
May 31, 2023 89.42%
April 30, 2023 89.42%
March 31, 2023 89.42%
February 28, 2023 89.42%
January 31, 2023 89.42%
December 31, 2022 89.42%
November 30, 2022 89.42%
October 31, 2022 89.42%
September 30, 2022 89.42%
August 31, 2022 89.42%
July 31, 2022 89.42%
June 30, 2022 89.42%
May 31, 2022 89.42%
April 30, 2022 89.42%
Date Value
March 31, 2022 89.42%
February 28, 2022 89.42%
January 31, 2022 89.42%
December 31, 2021 89.42%
November 30, 2021 89.42%
October 31, 2021 89.42%
September 30, 2021 89.42%
August 31, 2021 89.42%
July 31, 2021 89.42%
June 30, 2021 89.42%
May 31, 2021 89.42%
April 30, 2021 89.42%
March 31, 2021 89.42%
February 28, 2021 89.42%
January 31, 2021 91.23%
December 31, 2020 91.23%
November 30, 2020 91.90%
October 31, 2020 91.90%
September 30, 2020 91.90%
August 31, 2020 91.90%
July 31, 2020 91.90%
June 30, 2020 91.90%
May 31, 2020 91.90%
April 30, 2020 91.90%
March 31, 2020 91.90%

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

89.42%
Minimum
Feb 2021
91.90%
Maximum
May 2019
90.49%
Average
89.42%
Median
Feb 2021

Max Drawdown (5Y) Benchmarks