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 100.00%
March 31, 2023 100.00%
February 28, 2023 100.00%
January 31, 2023 100.00%
December 31, 2022 100.00%
November 30, 2022 100.00%
October 31, 2022 100.00%
September 30, 2022 100.00%
August 31, 2022 100.00%
July 31, 2022 99.95%
June 30, 2022 99.95%
May 31, 2022 99.95%
April 30, 2022 99.95%
Date Value
March 31, 2022 99.95%
February 28, 2022 99.95%
January 31, 2022 99.95%
December 31, 2021 99.95%
November 30, 2021 99.95%
October 31, 2021 99.95%
September 30, 2021 99.53%
August 31, 2021 99.31%
July 31, 2021 98.91%
June 30, 2021 98.91%
May 31, 2021 98.91%
April 30, 2021 98.91%
March 31, 2021 98.91%
February 28, 2021 98.91%
January 31, 2021 98.91%
December 31, 2020 98.91%
November 30, 2020 98.91%
October 31, 2020 98.39%
September 30, 2020 98.15%
August 31, 2020 98.15%
July 31, 2020 98.15%
June 30, 2020 98.15%
May 31, 2020 96.30%
April 30, 2020 96.30%
March 31, 2020 96.30%

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

81.48%
Minimum
May 2019
100.0%
Maximum
Dec 2023
97.36%
Average
99.95%
Median
Oct 2021

Max Drawdown (5Y) Benchmarks