Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
January 31, 2024 83.98%
December 31, 2023 83.98%
November 30, 2023 83.98%
October 31, 2023 83.98%
September 30, 2023 83.98%
August 31, 2023 83.98%
July 31, 2023 83.98%
June 30, 2023 83.98%
May 31, 2023 83.98%
April 30, 2023 83.98%
March 31, 2023 83.98%
February 28, 2023 83.98%
January 31, 2023 83.98%
December 31, 2022 83.98%
November 30, 2022 83.98%
October 31, 2022 83.98%
September 30, 2022 83.98%
August 31, 2022 83.98%
July 31, 2022 83.98%
June 30, 2022 83.98%
May 31, 2022 83.98%
April 30, 2022 83.98%
March 31, 2022 83.98%
February 28, 2022 83.98%
January 31, 2022 83.98%
Date Value
December 31, 2021 83.98%
November 30, 2021 83.98%
October 31, 2021 83.98%
September 30, 2021 83.98%
August 31, 2021 83.98%
July 31, 2021 83.98%
June 30, 2021 83.98%
May 31, 2021 83.98%
April 30, 2021 83.98%
March 31, 2021 83.98%
February 28, 2021 83.98%
January 31, 2021 83.98%
December 31, 2020 85.81%
November 30, 2020 94.25%
October 31, 2020 95.29%
September 30, 2020 95.29%
August 31, 2020 95.29%
July 31, 2020 95.29%
June 30, 2020 95.29%
May 31, 2020 95.29%
April 30, 2020 95.29%
March 31, 2020 95.29%
February 29, 2020 95.29%
January 31, 2020 95.29%
December 31, 2019 95.29%

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

83.98%
Minimum
Jan 2021
95.29%
Maximum
Feb 2019
88.14%
Average
83.98%
Median
Jan 2021

Max Drawdown (5Y) Benchmarks