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 100.00%
October 31, 2023 100.00%
September 30, 2023 100.00%
August 31, 2023 100.00%
July 31, 2023 100.00%
June 30, 2023 100.00%
May 31, 2023 100.00%
April 30, 2023 100.00%
March 31, 2023 100.00%
February 28, 2023 100.00%
January 31, 2023 100.00%
December 31, 2022 100.00%
November 30, 2022 100.00%
October 31, 2022 100.00%
September 30, 2022 100.00%
August 31, 2022 100.00%
July 31, 2022 100.00%
June 30, 2022 100.00%
May 31, 2022 100.00%
April 30, 2022 100.00%
Date Value
March 31, 2022 99.94%
February 28, 2022 99.94%
January 31, 2022 99.94%
December 31, 2021 99.94%
November 30, 2021 99.94%
October 31, 2021 99.94%
September 30, 2021 99.94%
August 31, 2021 94.50%
July 31, 2021 94.50%
June 30, 2021 94.50%
May 31, 2021 95.80%
April 30, 2021 95.80%
March 31, 2021 95.80%
February 28, 2021 95.80%
January 31, 2021 97.00%
December 31, 2020 97.00%
November 30, 2020 97.00%
October 31, 2020 97.00%
September 30, 2020 97.60%
August 31, 2020 97.60%
July 31, 2020 97.60%
June 30, 2020 97.60%
May 31, 2020 97.60%
April 30, 2020 97.86%
March 31, 2020 97.86%

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

94.50%
Minimum
Jun 2021
100.00%
Maximum
Apr 2022
98.68%
Average
99.94%
Median
Sep 2021

Max Drawdown (5Y) Benchmarks