Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2024 99.50%
April 30, 2024 99.50%
March 31, 2024 99.50%
February 29, 2024 98.00%
January 31, 2024 98.00%
December 31, 2023 98.00%
November 30, 2023 98.00%
October 31, 2023 98.00%
September 30, 2023 97.00%
August 31, 2023 96.00%
July 31, 2023 96.00%
June 30, 2023 96.00%
May 31, 2023 96.00%
April 30, 2023 96.00%
March 31, 2023 96.00%
February 28, 2023 96.00%
January 31, 2023 96.06%
December 31, 2022 96.06%
November 30, 2022 97.93%
October 31, 2022 97.93%
September 30, 2022 97.93%
August 31, 2022 97.93%
July 31, 2022 97.93%
June 30, 2022 97.93%
May 31, 2022 97.93%
Date Value
April 30, 2022 97.93%
March 31, 2022 97.93%
February 28, 2022 98.28%
January 31, 2022 98.62%
December 31, 2021 98.62%
November 30, 2021 98.62%
October 31, 2021 98.97%
September 30, 2021 98.97%
August 31, 2021 98.97%
July 31, 2021 98.97%
June 30, 2021 99.31%
May 31, 2021 99.31%
April 30, 2021 99.31%
March 31, 2021 99.31%
February 28, 2021 99.31%
January 31, 2021 99.31%
December 31, 2020 99.31%
November 30, 2020 99.31%
October 31, 2020 99.31%
September 30, 2020 99.31%
August 31, 2020 99.31%
July 31, 2020 99.31%
June 30, 2020 99.31%
May 31, 2020 99.31%
April 30, 2020 99.31%

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

96.00%
Minimum
Feb 2023
99.50%
Maximum
Mar 2024
98.40%
Average
98.97%
Median
Jul 2021

Max Drawdown (5Y) Benchmarks