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 99.68%
October 31, 2023 99.68%
September 30, 2023 99.68%
August 31, 2023 99.68%
July 31, 2023 99.40%
June 30, 2023 99.37%
May 31, 2023 99.37%
April 30, 2023 99.37%
March 31, 2023 99.37%
February 28, 2023 99.37%
January 31, 2023 99.05%
December 31, 2022 98.74%
November 30, 2022 98.46%
October 31, 2022 98.46%
September 30, 2022 98.46%
August 31, 2022 98.46%
July 31, 2022 98.46%
June 30, 2022 98.46%
May 31, 2022 98.46%
April 30, 2022 98.46%
Date Value
March 31, 2022 98.46%
February 28, 2022 98.46%
January 31, 2022 98.46%
December 31, 2021 98.46%
November 30, 2021 98.46%
October 31, 2021 98.46%
September 30, 2021 98.46%
August 31, 2021 98.46%
July 31, 2021 98.46%
June 30, 2021 98.46%
May 31, 2021 98.46%
April 30, 2021 98.46%
March 31, 2021 98.46%
February 28, 2021 98.46%
January 31, 2021 98.87%
December 31, 2020 98.93%
November 30, 2020 99.07%
October 31, 2020 99.07%
September 30, 2020 99.07%
August 31, 2020 99.07%
July 31, 2020 99.08%
June 30, 2020 99.40%
May 31, 2020 99.60%
April 30, 2020 99.60%
March 31, 2020 99.60%

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

98.46%
Minimum
Feb 2021
100.00%
Maximum
Dec 2023
99.10%
Average
99.07%
Median