Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.72%
March 31, 2024 99.72%
February 29, 2024 99.72%
January 31, 2024 99.72%
December 31, 2023 99.50%
November 30, 2023 99.50%
October 31, 2023 99.50%
September 30, 2023 99.30%
August 31, 2023 98.80%
July 31, 2023 98.75%
June 30, 2023 98.75%
May 31, 2023 98.30%
April 30, 2023 97.87%
March 31, 2023 96.93%
February 28, 2023 96.67%
January 31, 2023 96.43%
December 31, 2022 96.43%
November 30, 2022 94.64%
October 31, 2022 93.93%
September 30, 2022 92.02%
August 31, 2022 88.36%
July 31, 2022 87.50%
June 30, 2022 87.50%
May 31, 2022 86.17%
April 30, 2022 82.87%
Date Value
March 31, 2022 82.87%
February 28, 2022 82.87%
January 31, 2022 82.87%
December 31, 2021 82.87%
November 30, 2021 82.87%
October 31, 2021 82.87%
September 30, 2021 82.87%
August 31, 2021 82.87%
July 31, 2021 82.87%
June 30, 2021 82.87%
May 31, 2021 82.87%
April 30, 2021 82.87%
March 31, 2021 82.87%
February 28, 2021 82.87%
January 31, 2021 82.87%
December 31, 2020 82.87%
November 30, 2020 82.87%
October 31, 2020 82.87%
September 30, 2020 82.87%
August 31, 2020 82.87%
July 31, 2020 82.87%
June 30, 2020 82.87%
May 31, 2020 82.87%
April 30, 2020 82.87%
March 31, 2020 82.87%

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

77.73%
Minimum
May 2019
99.72%
Maximum
Jan 2024
87.71%
Average
82.87%
Median
Nov 2019

Max Drawdown (5Y) Benchmarks