Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.77%
March 31, 2024 99.77%
February 29, 2024 99.77%
January 31, 2024 99.77%
December 31, 2023 99.77%
November 30, 2023 99.77%
October 31, 2023 99.77%
September 30, 2023 99.77%
August 31, 2023 99.55%
July 31, 2023 99.55%
June 30, 2023 99.55%
May 31, 2023 99.53%
April 30, 2023 99.53%
March 31, 2023 99.53%
February 28, 2023 99.53%
January 31, 2023 99.53%
December 31, 2022 99.53%
November 30, 2022 99.53%
October 31, 2022 99.56%
September 30, 2022 99.66%
August 31, 2022 99.66%
July 31, 2022 99.66%
June 30, 2022 99.66%
May 31, 2022 99.66%
April 30, 2022 99.66%
Date Value
March 31, 2022 99.66%
February 28, 2022 99.66%
January 31, 2022 99.66%
December 31, 2021 99.66%
November 30, 2021 99.69%
October 31, 2021 99.69%
September 30, 2021 99.69%
August 31, 2021 99.69%
July 31, 2021 99.84%
June 30, 2021 99.91%
May 31, 2021 99.91%
April 30, 2021 99.91%
March 31, 2021 99.91%
February 28, 2021 99.91%
January 31, 2021 99.91%
December 31, 2020 99.91%
November 30, 2020 99.91%
October 31, 2020 99.91%
September 30, 2020 99.91%
August 31, 2020 99.91%
July 31, 2020 99.91%
June 30, 2020 99.91%
May 31, 2020 99.91%
April 30, 2020 99.91%
March 31, 2020 99.91%

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

99.53%
Minimum
Nov 2022
99.91%
Maximum
May 2019
99.76%
Average
99.77%
Median
Sep 2023

Max Drawdown (5Y) Benchmarks