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 99.79%
March 31, 2023 99.79%
February 28, 2023 99.79%
January 31, 2023 99.43%
December 31, 2022 99.43%
November 30, 2022 98.87%
October 31, 2022 98.57%
September 30, 2022 98.57%
August 31, 2022 98.57%
July 31, 2022 98.57%
June 30, 2022 98.12%
May 31, 2022 97.70%
April 30, 2022 97.70%
Date Value
March 31, 2022 97.70%
February 28, 2022 97.24%
January 31, 2022 96.75%
December 31, 2021 96.75%
November 30, 2021 96.04%
October 31, 2021 95.94%
September 30, 2021 95.94%
August 31, 2021 95.94%
July 31, 2021 95.94%
June 30, 2021 95.94%
May 31, 2021 95.94%
April 30, 2021 95.94%
March 31, 2021 95.94%
February 28, 2021 95.94%
January 31, 2021 95.94%
December 31, 2020 95.94%
November 30, 2020 95.94%
October 31, 2020 95.94%
September 30, 2020 94.91%
August 31, 2020 94.91%
July 31, 2020 94.91%
June 30, 2020 94.63%
May 31, 2020 94.63%
April 30, 2020 92.83%
March 31, 2020 91.80%

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

69.62%
Minimum
May 2019
100.00%
Maximum
Nov 2023
93.60%
Average
95.99%
Median