Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
March 31, 2024 99.99%
February 29, 2024 99.99%
January 31, 2024 99.99%
December 31, 2023 99.99%
November 30, 2023 99.44%
October 31, 2023 99.44%
September 30, 2023 99.44%
August 31, 2023 99.44%
July 31, 2023 99.44%
June 30, 2023 99.44%
May 31, 2023 99.44%
April 30, 2023 99.44%
March 31, 2023 99.44%
February 28, 2023 99.44%
January 31, 2023 99.44%
December 31, 2022 99.44%
November 30, 2022 99.44%
October 31, 2022 99.44%
September 30, 2022 99.44%
August 31, 2022 99.44%
July 31, 2022 99.44%
June 30, 2022 99.44%
May 31, 2022 99.44%
April 30, 2022 99.44%
March 31, 2022 99.44%
Date Value
February 28, 2022 99.88%
January 31, 2022 99.88%
December 31, 2021 99.88%
November 30, 2021 99.88%
October 31, 2021 99.88%
September 30, 2021 99.88%
August 31, 2021 99.89%
July 31, 2021 99.89%
June 30, 2021 99.89%
May 31, 2021 99.89%
April 30, 2021 99.91%
March 31, 2021 99.91%
February 28, 2021 99.93%
January 31, 2021 99.94%
December 31, 2020 99.94%
November 30, 2020 99.94%
October 31, 2020 99.94%
September 30, 2020 99.94%
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 99.94%

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

99.44%
Minimum
Mar 2022
99.99%
Maximum
Dec 2023
99.76%
Average
99.89%
Median
May 2021

Max Drawdown (5Y) Benchmarks