Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 98.66%
March 31, 2024 98.52%
February 29, 2024 98.49%
January 31, 2024 98.37%
December 31, 2023 98.34%
November 30, 2023 98.22%
October 31, 2023 97.95%
September 30, 2023 97.86%
August 31, 2023 97.59%
July 31, 2023 97.26%
June 30, 2023 97.26%
May 31, 2023 97.26%
April 30, 2023 97.26%
March 31, 2023 97.26%
February 28, 2023 97.26%
January 31, 2023 97.26%
December 31, 2022 97.26%
November 30, 2022 96.82%
October 31, 2022 96.82%
September 30, 2022 96.91%
August 31, 2022 97.20%
July 31, 2022 97.94%
June 30, 2022 98.35%
May 31, 2022 98.35%
April 30, 2022 98.35%
Date Value
March 31, 2022 98.35%
February 28, 2022 98.35%
January 31, 2022 98.35%
December 31, 2021 98.52%
November 30, 2021 98.52%
October 31, 2021 98.52%
September 30, 2021 98.52%
August 31, 2021 98.74%
July 31, 2021 98.74%
June 30, 2021 98.76%
May 31, 2021 98.77%
April 30, 2021 98.77%
March 31, 2021 98.77%
February 28, 2021 98.77%
January 31, 2021 98.77%
December 31, 2020 98.77%
November 30, 2020 98.77%
October 31, 2020 98.93%
September 30, 2020 98.94%
August 31, 2020 98.94%
July 31, 2020 99.00%
June 30, 2020 99.00%
May 31, 2020 99.00%
April 30, 2020 99.00%
March 31, 2020 99.00%

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

96.82%
Minimum
Oct 2022
99.00%
Maximum
May 2019
98.36%
Average
98.52%
Median
Sep 2021

Max Drawdown (5Y) Benchmarks