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 99.50%
October 31, 2023 99.50%
September 30, 2023 99.50%
August 31, 2023 99.50%
July 31, 2023 99.50%
June 30, 2023 99.42%
May 31, 2023 97.19%
April 30, 2023 97.19%
March 31, 2023 97.19%
February 28, 2023 96.56%
January 31, 2023 96.30%
December 31, 2022 96.30%
November 30, 2022 95.78%
October 31, 2022 95.78%
September 30, 2022 95.78%
August 31, 2022 95.78%
July 31, 2022 95.78%
June 30, 2022 95.78%
May 31, 2022 88.48%
April 30, 2022 85.60%
Date Value
March 31, 2022 85.60%
February 28, 2022 85.60%
January 31, 2022 85.60%
December 31, 2021 85.60%
November 30, 2021 85.60%
October 31, 2021 85.60%
September 30, 2021 85.60%
August 31, 2021 80.81%
July 31, 2021 80.81%
June 30, 2021 80.81%
May 31, 2021 80.81%
April 30, 2021 80.81%
March 31, 2021 80.81%
February 28, 2021 80.81%
January 31, 2021 80.81%
December 31, 2020 80.81%
November 30, 2020 80.81%
October 31, 2020 80.81%
September 30, 2020 80.81%
August 31, 2020 80.81%
July 31, 2020 80.81%
June 30, 2020 80.81%
May 31, 2020 80.81%
April 30, 2020 80.81%
March 31, 2020 80.81%

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

80.81%
Minimum
May 2019
100.00%
Maximum
Dec 2023
88.14%
Average
85.60%
Median
Sep 2021

Max Drawdown (5Y) Benchmarks