Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2022 100.00%
August 31, 2022 100.00%
July 31, 2022 100.00%
June 30, 2022 100.00%
May 31, 2022 100.00%
April 30, 2022 100.00%
March 31, 2022 100.00%
February 28, 2022 100.00%
January 31, 2022 100.00%
December 31, 2021 100.00%
November 30, 2021 100.00%
October 31, 2021 100.00%
September 30, 2021 100.00%
August 31, 2021 100.00%
July 31, 2021 100.00%
June 30, 2021 100.00%
May 31, 2021 100.00%
April 30, 2021 100.00%
March 31, 2021 100.00%
February 28, 2021 100.00%
January 31, 2021 100.00%
December 31, 2020 100.00%
November 30, 2020 98.14%
October 31, 2020 98.14%
September 30, 2020 98.14%
Date Value
August 31, 2020 98.14%
July 31, 2020 98.14%
June 30, 2020 98.14%
May 31, 2020 98.14%
April 30, 2020 98.02%
March 31, 2020 98.02%
February 29, 2020 97.28%
January 31, 2020 96.72%
December 31, 2019 96.72%
November 30, 2019 96.72%
October 31, 2019 96.72%
September 30, 2019 96.72%
August 31, 2019 96.29%
July 31, 2019 96.29%
June 30, 2019 94.80%
May 31, 2019 94.80%
April 30, 2019 92.33%
March 31, 2019 91.34%
February 28, 2019 88.98%
January 31, 2019 88.98%
December 31, 2018 88.98%
November 30, 2018 88.98%
October 31, 2018 88.98%
September 30, 2018 88.98%
August 31, 2018 88.98%

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

94.80%
Minimum
May 2019
100.00%
Maximum
Dec 2020
98.68%
Average
100.00%
Median
Dec 2020

Max Drawdown (5Y) Benchmarks