Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 97.83%
March 31, 2024 97.83%
February 29, 2024 97.83%
January 31, 2024 97.83%
December 31, 2023 97.83%
November 30, 2023 97.33%
October 31, 2023 97.33%
September 30, 2023 97.33%
August 31, 2023 97.33%
July 31, 2023 97.33%
June 30, 2023 97.33%
May 31, 2023 97.33%
April 30, 2023 97.33%
March 31, 2023 97.33%
February 28, 2023 97.33%
January 31, 2023 97.33%
December 31, 2022 97.33%
November 30, 2022 97.33%
October 31, 2022 97.33%
September 30, 2022 97.33%
August 31, 2022 97.33%
July 31, 2022 97.33%
June 30, 2022 97.33%
May 31, 2022 97.33%
April 30, 2022 97.33%
Date Value
March 31, 2022 97.33%
February 28, 2022 97.33%
January 31, 2022 97.33%
December 31, 2021 97.78%
November 30, 2021 98.44%
October 31, 2021 98.44%
September 30, 2021 98.44%
August 31, 2021 98.44%
July 31, 2021 98.44%
June 30, 2021 98.44%
May 31, 2021 98.44%
April 30, 2021 98.44%
March 31, 2021 98.44%
February 28, 2021 98.44%
January 31, 2021 98.44%
December 31, 2020 98.44%
November 30, 2020 98.44%
October 31, 2020 98.44%
September 30, 2020 98.44%
August 31, 2020 98.44%
July 31, 2020 98.56%
June 30, 2020 98.87%
May 31, 2020 98.91%
April 30, 2020 98.91%
March 31, 2020 98.91%

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

97.33%
Minimum
Jan 2022
99.67%
Maximum
May 2019
98.18%
Average
98.44%
Median
Aug 2020

Max Drawdown (5Y) Benchmarks