Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 99.83%
March 31, 2024 99.83%
February 29, 2024 99.83%
January 31, 2024 99.83%
December 31, 2023 99.83%
November 30, 2023 99.83%
October 31, 2023 99.83%
September 30, 2023 99.83%
August 31, 2023 99.83%
July 31, 2023 99.60%
June 30, 2023 99.60%
May 31, 2023 99.60%
April 30, 2023 99.60%
March 31, 2023 99.60%
February 28, 2023 99.60%
January 31, 2023 99.60%
December 31, 2022 99.60%
November 30, 2022 99.60%
October 31, 2022 99.60%
September 30, 2022 99.60%
August 31, 2022 94.95%
July 31, 2022 94.95%
June 30, 2022 94.95%
May 31, 2022 94.95%
April 30, 2022 94.95%
Date Value
March 31, 2022 94.95%
February 28, 2022 90.24%
January 31, 2022 90.24%
December 31, 2021 90.24%
November 30, 2021 90.24%
October 31, 2021 90.24%
September 30, 2021 90.24%
August 31, 2021 90.24%
July 31, 2021 90.24%
June 30, 2021 87.11%
May 31, 2021 87.11%
April 30, 2021 87.11%
March 31, 2021 87.79%
February 28, 2021 90.01%
January 31, 2021 95.49%
December 31, 2020 95.64%
November 30, 2020 98.51%
October 31, 2020 99.11%
September 30, 2020 99.11%
August 31, 2020 99.11%
July 31, 2020 99.11%
June 30, 2020 99.11%
May 31, 2020 99.11%
April 30, 2020 99.11%
March 31, 2020 99.11%

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

87.11%
Minimum
Apr 2021
99.83%
Maximum
Aug 2023
96.64%
Average
99.11%
Median
May 2019

Max Drawdown (5Y) Benchmarks