Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.97%
March 31, 2024 99.97%
February 29, 2024 99.97%
January 31, 2024 99.97%
December 31, 2023 99.97%
November 30, 2023 99.05%
October 31, 2023 99.52%
September 30, 2023 99.52%
August 31, 2023 99.52%
July 31, 2023 99.53%
June 30, 2023 99.60%
May 31, 2023 99.60%
April 30, 2023 99.60%
March 31, 2023 99.73%
February 28, 2023 99.73%
January 31, 2023 99.73%
December 31, 2022 99.75%
November 30, 2022 99.78%
October 31, 2022 99.80%
September 30, 2022 99.86%
August 31, 2022 99.86%
July 31, 2022 99.86%
June 30, 2022 99.86%
May 31, 2022 99.86%
April 30, 2022 99.86%
Date Value
March 31, 2022 99.86%
February 28, 2022 99.88%
January 31, 2022 99.95%
December 31, 2021 99.95%
November 30, 2021 99.95%
October 31, 2021 99.95%
September 30, 2021 99.95%
August 31, 2021 99.96%
July 31, 2021 100.00%
June 30, 2021 100.00%
May 31, 2021 100.00%
April 30, 2021 100.00%
March 31, 2021 100.00%
February 28, 2021 100.00%
January 31, 2021 100.00%
December 31, 2020 100.00%
November 30, 2020 100.00%
October 31, 2020 100.00%
September 30, 2020 100.0%
August 31, 2020 100.0%
July 31, 2020 100.0%
June 30, 2020 100.0%
May 31, 2020 100.0%
April 30, 2020 100.0%
March 31, 2020 100.0%

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

99.05%
Minimum
Nov 2023
100.0%
Maximum
May 2019
99.88%
Average
99.97%
Median
Dec 2023

Max Drawdown (5Y) Benchmarks