Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2024 99.05%
April 30, 2024 99.05%
March 31, 2024 99.05%
February 29, 2024 99.05%
January 31, 2024 99.05%
December 31, 2023 99.05%
November 30, 2023 99.05%
October 31, 2023 99.05%
September 30, 2023 99.05%
August 31, 2023 99.05%
July 31, 2023 99.05%
June 30, 2023 99.05%
May 31, 2023 99.05%
April 30, 2023 99.05%
March 31, 2023 99.05%
February 28, 2023 99.05%
January 31, 2023 99.05%
December 31, 2022 99.05%
November 30, 2022 99.05%
October 31, 2022 98.98%
September 30, 2022 98.60%
August 31, 2022 98.34%
July 31, 2022 98.34%
June 30, 2022 98.01%
May 31, 2022 97.14%
Date Value
April 30, 2022 97.14%
March 31, 2022 97.14%
February 28, 2022 97.14%
January 31, 2022 97.14%
December 31, 2021 97.14%
November 30, 2021 97.14%
October 31, 2021 97.14%
September 30, 2021 97.14%
August 31, 2021 97.14%
July 31, 2021 97.14%
June 30, 2021 97.14%
May 31, 2021 97.14%
April 30, 2021 97.14%
March 31, 2021 97.14%
February 28, 2021 97.14%
January 31, 2021 97.14%
December 31, 2020 97.14%
November 30, 2020 97.14%
October 31, 2020 97.14%
September 30, 2020 97.14%
August 31, 2020 97.14%
July 31, 2020 97.14%
June 30, 2020 97.14%
May 31, 2020 97.14%
April 30, 2020 86.23%

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

21.62%
Minimum
Jun 2019
99.05%
Maximum
Nov 2022
91.42%
Average
97.14%
Median
May 2020