Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2024 100.0%
March 31, 2024 100.0%
February 29, 2024 100.0%
January 31, 2024 100.0%
December 31, 2023 100.0%
November 30, 2023 100.00%
October 31, 2023 100.00%
September 30, 2023 100.00%
August 31, 2023 100.00%
July 31, 2023 100.00%
June 30, 2023 100.00%
May 31, 2023 100.00%
April 30, 2023 99.99%
March 31, 2023 99.99%
February 28, 2023 99.96%
January 31, 2023 97.80%
December 31, 2022 96.46%
November 30, 2022 95.52%
October 31, 2022 95.12%
September 30, 2022 94.76%
August 31, 2022 93.52%
July 31, 2022 93.52%
June 30, 2022 93.48%
May 31, 2022 93.08%
April 30, 2022 89.84%
Date Value
March 31, 2022 89.84%
February 28, 2022 89.48%
January 31, 2022 87.24%
December 31, 2021 85.84%
November 30, 2021 85.84%
October 31, 2021 85.84%
September 30, 2021 85.84%
August 31, 2021 85.84%
July 31, 2021 85.84%
June 30, 2021 85.84%
May 31, 2021 86.13%
April 30, 2021 86.22%
March 31, 2021 87.00%
February 28, 2021 87.00%
January 31, 2021 87.00%
December 31, 2020 87.00%
November 30, 2020 87.00%
October 31, 2020 87.00%
September 30, 2020 87.00%
August 31, 2020 87.00%
July 31, 2020 87.00%
June 30, 2020 87.00%
May 31, 2020 87.00%
April 30, 2020 87.00%
March 31, 2020 87.00%

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

85.84%
Minimum
Jun 2021
100.0%
Maximum
Dec 2023
91.40%
Average
87.00%
Median
May 2019