Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 96.23%
March 31, 2024 95.86%
February 29, 2024 92.79%
January 31, 2024 90.56%
December 31, 2023 90.56%
November 30, 2023 90.56%
October 31, 2023 90.56%
September 30, 2023 90.56%
August 31, 2023 90.56%
July 31, 2023 90.56%
June 30, 2023 90.56%
May 31, 2023 90.56%
April 30, 2023 90.56%
March 31, 2023 90.56%
February 28, 2023 90.56%
January 31, 2023 90.56%
December 31, 2022 90.56%
November 30, 2022 90.56%
October 31, 2022 90.56%
September 30, 2022 90.56%
August 31, 2022 90.56%
July 31, 2022 90.56%
June 30, 2022 90.56%
May 31, 2022 90.56%
April 30, 2022 90.56%
Date Value
March 31, 2022 90.56%
February 28, 2022 90.56%
January 31, 2022 90.56%
December 31, 2021 90.56%
November 30, 2021 90.56%
October 31, 2021 90.56%
September 30, 2021 90.56%
August 31, 2021 90.56%
July 31, 2021 90.56%
June 30, 2021 90.56%
May 31, 2021 90.56%
April 30, 2021 90.56%
March 31, 2021 90.56%
February 28, 2021 90.56%
January 31, 2021 90.56%
December 31, 2020 90.56%
November 30, 2020 90.66%
October 31, 2020 91.08%
September 30, 2020 91.08%
August 31, 2020 92.23%
July 31, 2020 94.57%
June 30, 2020 94.94%
May 31, 2020 94.94%
April 30, 2020 94.94%
March 31, 2020 94.94%

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

90.56%
Minimum
Dec 2020
96.23%
Maximum
Apr 2024
91.92%
Average
90.56%
Median
Dec 2020

Max Drawdown (5Y) Benchmarks