Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 100.0%
February 29, 2024 100.0%
January 31, 2024 100.0%
December 31, 2023 100.0%
November 30, 2023 100.0%
October 31, 2023 100.0%
September 30, 2023 100.0%
August 31, 2023 100.0%
July 31, 2023 100.0%
June 30, 2023 100.0%
May 31, 2023 100.00%
April 30, 2023 100.00%
March 31, 2023 100.00%
February 28, 2023 100.00%
January 31, 2023 100.00%
December 31, 2022 99.99%
November 30, 2022 99.99%
October 31, 2022 99.99%
September 30, 2022 99.99%
August 31, 2022 99.99%
July 31, 2022 99.99%
June 30, 2022 99.99%
May 31, 2022 99.99%
April 30, 2022 99.99%
March 31, 2022 99.99%
Date Value
February 28, 2022 99.99%
January 31, 2022 99.99%
December 31, 2021 99.99%
November 30, 2021 99.98%
October 31, 2021 99.97%
September 30, 2021 99.97%
August 31, 2021 99.97%
July 31, 2021 99.97%
June 30, 2021 99.97%
May 31, 2021 99.97%
April 30, 2021 99.97%
March 31, 2021 99.97%
February 28, 2021 99.97%
January 31, 2021 99.97%
December 31, 2020 99.95%
November 30, 2020 99.95%
October 31, 2020 99.95%
September 30, 2020 99.95%
August 31, 2020 99.94%
July 31, 2020 99.94%
June 30, 2020 99.94%
May 31, 2020 99.94%
April 30, 2020 99.94%
March 31, 2020 99.94%
February 29, 2020 99.91%

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

99.13%
Minimum
Apr 2019
100.0%
Maximum
Jun 2023
99.89%
Average
99.97%
Median

Max Drawdown (5Y) Benchmarks