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 99.64%
October 31, 2023 99.64%
September 30, 2023 99.64%
August 31, 2023 99.64%
July 31, 2023 99.64%
June 30, 2023 99.64%
May 31, 2023 99.64%
April 30, 2023 99.64%
March 31, 2023 99.64%
February 28, 2023 99.64%
January 31, 2023 99.64%
December 31, 2022 99.64%
November 30, 2022 99.64%
October 31, 2022 99.64%
September 30, 2022 99.64%
August 31, 2022 99.64%
July 31, 2022 99.29%
June 30, 2022 99.29%
May 31, 2022 99.29%
April 30, 2022 99.29%
Date Value
March 31, 2022 99.29%
February 28, 2022 99.29%
January 31, 2022 99.29%
December 31, 2021 99.29%
November 30, 2021 99.29%
October 31, 2021 98.21%
September 30, 2021 98.21%
August 31, 2021 94.74%
July 31, 2021 94.74%
June 30, 2021 94.74%
May 31, 2021 94.74%
April 30, 2021 94.74%
March 31, 2021 94.74%
February 28, 2021 94.74%
January 31, 2021 95.92%
December 31, 2020 97.96%
November 30, 2020 97.96%
October 31, 2020 97.96%
September 30, 2020 97.96%
August 31, 2020 97.96%
July 31, 2020 97.96%
June 30, 2020 97.96%
May 31, 2020 97.96%
April 30, 2020 97.96%
March 31, 2020 97.96%

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

94.74%
Minimum
Feb 2021
100.00%
Maximum
Dec 2023
98.38%
Average
98.75%
Median

Max Drawdown (5Y) Benchmarks